Search Results - subject:"Control theory"

Facilitated modelling in operational research

Franco, L. Alberto; Montibeller, Gilberto - 2009

Persistent link: https://www.econbiz.de/10003882484

Maximizing the growth rate under risk constraints

Pirvu, Traian A.; Žitković, Gordan - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 423-455

Persistent link: https://www.econbiz.de/10003882789

Algorithms for solving discrete optimal control problems with infinite time horizon and determining minimal mean cost cycles in a directed graph as decision support tool

Lozovanu, Dmitrii; Pickl, Stefan - In: Central European journal of operations research : CEJOR … 17 (2009) 3, pp. 255-264

Persistent link: https://www.econbiz.de/10003883452

Optimal control, expectations and uncertainty

Holly, Sean; Hughes Hallett, Andrew - 2009 - [Nachdr.]

Persistent link: https://www.econbiz.de/10003885630

The effect of uncertainty on decision making about climate change mitigation : a numerical approach of stochastic control

Lontzek, Thomas; Narita, Daiju - 2009

We apply standardized numerical techniques of stochastic optimization (Judd [1998]) to the climate change issue. The model captures the feature that the effects of uncertainty are different with different levels of agent's risk aversion. A major finding is that the effects of stochasticity...

Persistent link: https://www.econbiz.de/10003864491