Search Results - subject:"OPTIMAL control"

Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems

Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 405-438

Persistent link: https://www.econbiz.de/10012301603

OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems

Blueschke-Nikolaeva, V.; Blueschke, D.; Neck, Reinhard - In: Computational economics 56 (2020) 1, pp. 145-162

Persistent link: https://www.econbiz.de/10012272022

An evolutionary approach to passive learning in optimal control problems

Blueschke, D.; Savin, I.; Blueschke-Nikolaeva, V. - In: Computational economics 56 (2020) 3, pp. 659-673

Persistent link: https://www.econbiz.de/10012390419

Production control of failure-prone manufacturing-remanufacturing systems using mixed dedicated and shared facilities

Assid, M.; Gharbi, A.; Hajji, A. - In: International journal of production economics 224 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012233493

Optimal market making under partial information with general intensities

Campi, Luciano; Zabaljauregui, Diego - In: Applied mathematical finance 27 (2020) 1/2, pp. 1-45

Persistent link: https://www.econbiz.de/10012254093

Ramsey model with non-constant population growth

Kajanovičová, Viktória; Novotný, Branislav; … - In: Mathematical social sciences 104 (2020), pp. 40-46

Persistent link: https://www.econbiz.de/10012433914

Consumption and investment demand when health evolves stochastically

Bolin, Christian; Caputo, Michael R. - In: Journal of economic dynamics & control 114 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012502555

Selling passes to strategic customers

Wang, Jue; Levin, Yuri; Nediak, Mikhail - In: Operations research 68 (2020) 4, pp. 1095-1115

Persistent link: https://www.econbiz.de/10012288374

Optimal dynamic asset allocation for DC plan accumulation/decumulation : Ambition-CVAR

Forsyth, Peter - In: Insurance / Mathematics & economics 93 (2020), pp. 230-245

Persistent link: https://www.econbiz.de/10012294127

No such thing like perfect hammer : comparing different objective function specifications for optimal control

Blueschke, Dmitri; Savin, Ivan - 2015

The linear-quadratic (LQ) optimization is a close to standard technique in the optimal control framework. LQ is very … quadratic objective function is taken as a prerequisite for calculating derivative-based solutions of optimal control problems …

Persistent link: https://www.econbiz.de/10010516620

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