Search Results - subject:"OPTIMAL control"

Specification of the health production function and its behavioral implications

Bolin, Kristian; Caputo, Michael R. - In: Health economics 33 (2024) 11, pp. 2671-2684

Persistent link: https://www.econbiz.de/10015097185

A stochastic non-zero-sum game of controlling the debt-to-GDP ratio

Dammann, Felix; Rodosthenous, Néofytos; Villeneuve, … - 2024

Persistent link: https://www.econbiz.de/10015097460

Integrated charging scheduling and operational control for an electric bus network

Lacombe, Rémi; Murgovski, Nikolce; Gros, Sébastien; … - In: Transportation research : an international journal 186 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10015078693

Inverse demand tracking in transportation networks

Göttlich, Simone; Mehlitz, Patrick; Schillinger, Thomas - In: Mathematical Methods of Operations Research 100 (2024) 3, pp. 635-668

This paper deals with the reconstruction of the desired demand in an optimal control problem, stated over a tree … for forecasting from past data. We suggest to model this problem as a so-called inverse optimal control problem, i.e., a … hierarchical optimization problem whose inner problem is the optimal control problem and whose outer problem is the reconstruction …

Persistent link: https://www.econbiz.de/10015358412

Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift

Gabih, Abdelali; Kondakji, Hakam; Wunderlich, Ralf - In: Annals of Operations Research 341 (2024) 2, pp. 897-936

In this paper we study optimal trading strategies in a financial market in which stock returns depend on a hidden Gaussian mean reverting drift process. Investors obtain information on that drift by observing stock returns. Moreover, expert opinions in the form of signals about the current state...

Persistent link: https://www.econbiz.de/10015371278

Optimal control under uncertainty : application to the issue of CAT bonds

Baradel, Nicolas - In: Insurance : mathematics and economics 117 (2024), pp. 16-44

Persistent link: https://www.econbiz.de/10015066883

Linear quadratic approximation of rationally inattentive control problems

Miao, Jianjun; Zhang, Bo - In: Macroeconomic dynamics 28 (2024) 6, pp. 1371-1393

Persistent link: https://www.econbiz.de/10015154352

A continuous time framework for sequential goal-based wealth management

Capponi, Agostino; Zhang, Yuchong - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7664-7691

Persistent link: https://www.econbiz.de/10015144290

Dynamic matching : characterizing and achieving constant regret

Kerimov, Süleyman; Ashlagi, Itai; Gurvich, Itai - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 2799-2822

Persistent link: https://www.econbiz.de/10014550941

Planning for the optimal vaccination sequence in the context of a population-stratified model

Zhang, Jingwen; Wang, Xinwei; Rong, Lili; Pan, Qiuwei; … - In: Socio-economic planning sciences : the international … 92 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014529170