Search Results - subject:"OPTIMAL CONTROL PROBLEM"

Optimal Control Theory : Applications to Management Science and Economics

Sethi, Suresh P. - 2021 - 4th ed. 2021.

1. What is Optimal Control Theory? -- 2. The Maximum Principle: Continuous Time -- 3. The Maximum Principle: Mixed Inequality Constraints -- 4. The Maximum Principle: Pure State and Mixed Inequality Constraints -- 5. Applications to Finance -- 6. Applications to Production and Inventory -- 7....

Persistent link: https://www.econbiz.de/10012799820

Dynamic economic problems with regime switches

Haunschmied, Josef (ed.); Kovacevic, Raimund (ed.); … - Viennese Conference on Optimal Control and Dynamic … - 2021

This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be...

Persistent link: https://www.econbiz.de/10012288480

Optimal bookmaking

Loring, Matthew; Zhou, Zhou; Zou, Bin - In: European journal of operational research : EJOR 295 (2021) 2, pp. 560-574

Persistent link: https://www.econbiz.de/10013205968

Central limit theorem and sample complexity of stationary stochastic programs

Shapiro, Alexander; Cheng, Yi - In: Operations research letters 49 (2021) 5, pp. 676-681

Persistent link: https://www.econbiz.de/10013207426

Distributionally robust optimal control and MDP modeling

Shapiro, Alexander - In: Operations research letters 49 (2021) 5, pp. 809-814

Persistent link: https://www.econbiz.de/10013207452

Optimal investment with vintage capital : equilibrium distributions

Faggian, Silvia; Gozzi, Fausto; Kort, Peter M. - In: Journal of mathematical economics 96 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013273515

The optimal lockdown intensity for COVID-19

Caulkins, Jonathan P.; Grass, Dieter; Feichtinger, Gustav; … - In: Journal of mathematical economics 93 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013184867

A computing model : the closed-loop optimal control for large-scale one-of-a-kind production based on multilevel hierarchical PERT-Petri net

Mei, Ying; Zeng, Zhigang; Ye, Jiawei - In: IEEE transactions on engineering management : EM 68 (2021) 6, pp. 1637-1649

Persistent link: https://www.econbiz.de/10013185164

Closed-form approximations in multi-asset market making

Bergault, Philippe; Evangelista, David; Guéant, Olivier; … - In: Applied mathematical finance 28 (2021) 2, pp. 101-142

Persistent link: https://www.econbiz.de/10013171062

Controlled switching diffusions under ambiguity : the average criterion

Escobedo-Trujillo, Beatris A.; Higuera-Chan, Carmen G.; … - In: International game theory review 23 (2021) 4, pp. 1-26

Persistent link: https://www.econbiz.de/10013175830