Search Results - subject:"OPTIMAL control"

Optimal control problems with L0(Ω) constraints: maximum principle and proximal gradient method

Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833

We investigate optimal control problems with L0constraints, which restrict the measure of the support of the controls …

Persistent link: https://www.econbiz.de/10015371619

Attaining stochastic optimal control over debt ratios in U.S. markets

Liu, Wei-han - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 967-993

Persistent link: https://www.econbiz.de/10014342125

Technical note: optimal procurement in remanufacturing systems with uncertain used-item condition

Nadar, Emre; Akan, Mustafa; Debo, Laurens; … - In: Operations research 71 (2023) 5, pp. 1441-1453

Persistent link: https://www.econbiz.de/10014393144

Efficient resource allocation contracts to reduce adverse events

Liang, Yong; Sun, Peng; Tang, Runyu; Zhang, Chong - In: Operations research 71 (2023) 5, pp. 1889-1907

Persistent link: https://www.econbiz.de/10014393286

Risk-averse stochastic optimal control : An efficiently computable statistical upper bound

Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400

Persistent link: https://www.econbiz.de/10014426574

Product process innovation model of fuzzy optimal control of nonlinear system with finite time horizon under granular differentiability concept

Hati, S.; Maity, K. - In: Opsearch : journal of the Operational Research Society … 60 (2023) 2, pp. 753-775

Persistent link: https://www.econbiz.de/10014383637

Working together : optimal control of wolf management across multiple states

Goodwin, M. Ben; Mamkhezri, Jamal; Gonzalez, Fidel - In: Computational economics 62 (2023) 4, pp. 1751-1780

Persistent link: https://www.econbiz.de/10014437572

Stochastic control with inhomogeneous regime switching : application to consumption and investment with unemployment and reemployment

Tao, Cheng; Rong, Ximin; Zhao, Hui - In: Journal of mathematical economics 107 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014366223

A class of portfolio optimization solvable problems

Cheng, Yuyang; Escobar, Marcos - In: Finance research letters 52 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472208

Beating a constant weight benchmark : easier done than said

Forsyth, Peter; Staden, Pieter M. van; Li, Yuying - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-24

tracking difference. Assuming parametric models of the stock and bond processes, a closed form solution for the optimal control … is obtained. The closed form optimal control is then clipped to prevent use of excessive leverage, and to prevent trading …

Persistent link: https://www.econbiz.de/10014497157