Approximate solutions for large-scale continuous-time stochastic manufacturing flow control problems
Year of publication: |
1992
|
---|---|
Authors: | Van Delft, Christian |
Publisher: |
Paris : Chambre de Commerce et d'Industrie de Paris |
Subject: | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Kontrolltheorie | Control theory |
-
Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk
Ferreira Morici, Henrique, (2023)
-
Trading under the proof-of-stake protocol : a continuous-time control approach
Tang, Wenpin, (2023)
-
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas, (2014)
- More ...
-
Finite horizon stochastic inventory problem with dual sourcing: Near myopic and heuristics bounds
Cheaitou, Ali, (2013)
-
Cheaitou, Ali, (2014)
-
Optimal strategy for stochastic product rollover under risk using CVAR analysis
Van Delft, Christian, (2011)
- More ...