Search Results - subject:"OPTIMAL control"

A class of linear quadratic dynamic optimization problems with state dependent constraints

Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka - In: Mathematical methods of operations research : ZOR 91 (2020) 2, pp. 325-355

Persistent link: https://www.econbiz.de/10012229544

Exact characterization of the jointly optimal restocking and auditing policy in inventory systems with record inaccuracy

Chehrazi, Naveed - In: Mathematics of operations research 50 (2025) 1, pp. 656-710

Persistent link: https://www.econbiz.de/10015211759

Optimal control of queues with demand-driven discharge

Ilieva, Guergana P.; Ayhan, Hayriye - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015358607

Stochastic control approach to futures trading

Leung, Tim; Zhou, Yang - 2025

"Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. In recent years, futures have been incorporated into a wide array of financial securities and have become the driving force behind their price...

Persistent link: https://www.econbiz.de/10015329681

Using age-structure for a multi-stage optimal control model with random switching time

Wrzaczek, Stefan; Kuhn, Michael; Frankovic, Ivan - 2019

The paper presents a transformation of a multi-stage optimal control model with random switching time to an age …-structured optimal control model. Following the mathematical transformation, the advantages of the present approach, as compared to a …

Persistent link: https://www.econbiz.de/10012108719