Search Results - subject:"OPTIMAL control"

Non-smooth climate change and emergent novel equilibria in an environmental-economic system

Bondarev, Anton; Greiner, Alfred - 2023

In this paper we study a basic model of economic growth where we integrate a zero-dimensional energy balance model of the Earth. The albedo of the Earth is the piecewise smooth function of the average surface temperature, thus, taking into account possible feedback effects of a higher...

Persistent link: https://www.econbiz.de/10015053557

The Contributions of Robert S. Pindyck

Berndt, Ernst R. - 2023

contributions have been particularly notable: (i) economic applications of optimal control theory; (ii) market structure and the …

Persistent link: https://www.econbiz.de/10014359439

Using redundant control to optimize control torque

Gritsuk, Igor; Nosov, Pavlo; Bondarchuk, Andrii; … - In: Technology audit and production reserves 3 (2023) 2/71, pp. 20-24

Persistent link: https://www.econbiz.de/10014388924

Collision avoidance by constructing and using a passing area in on-board controller

Zinchenko, Serhii; Tovstokoryi, Oleh; Sapronov, Oleksandr; … - In: Technology audit and production reserves 1 (2023) 2/69, pp. 25-29

Persistent link: https://www.econbiz.de/10014383131

Time-inconsistent view on a dividend problem with penalty

Strini, Josef Anton; Thonhauser, Stefan - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 811-833

Persistent link: https://www.econbiz.de/10014383974

Multi-agent robust optimal investment problem in incomplete market

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023

Persistent link: https://www.econbiz.de/10014438131

Capital ideas : optimal capital accumulation strategies for a bank and its regulator

Glover, Kristoffer J.; Johnson, Paul; Evatt, Geoffrey W.; … - In: The European journal of finance 29 (2023) 18, pp. 2075-2106

Persistent link: https://www.econbiz.de/10014418130

Games in a foreign exchange market and solutions

Habibi, Reza - In: Financial internet quarterly 19 (2023) 3, pp. 75-86

bang-bang rule of optimal control is used for finding the Nash equilibriums (NE). However, simulated and stochastic … techniques of optimal control theory. Finally concluding remarks are proposed. …

Persistent link: https://www.econbiz.de/10014496650

Investment in two alternative projects with multiple switches and the exit option

Kravchenko, Igor V.; Nunes, Cláudia; Oliveira, Carlos … - In: Mathematics and financial economics 17 (2023) 4, pp. 573-614

Persistent link: https://www.econbiz.de/10014447751

A singular stochastic control problem with direction switching cost

Kruk, Łukasz - In: Mathematical methods of operations research : ZOR 98 (2023) 3, pp. 325-349

Persistent link: https://www.econbiz.de/10014514912

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