Search Results - subject:"Optimal Control"

Linear Quadratic Approximation of Rationally Inattentive Control Problems

Miao, Jianjun - 2022

This paper proposes a linear quadratic approximation approach to dynamic nonlinear rationally inattentive control problems with multiple states and multiple controls. An efficient toolbox to implement this approach is provided. Applying this toolbox to four economic examples demonstrates that...

Persistent link: https://www.econbiz.de/10014243836

Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier-Stokes equations with surface tension

Diehl, Elisabeth; Haubner, Johannes; Ulbrich, Michael; … - In: Computational Optimization and Applications 87 (2022) 3, pp. 711-751

We analyze optimal control problems for two-phase Navier-Stokes equations with surface tension. Based on Lp … Volume-of-Fluid discretizations for optimal control of two-phase Navier-Stokes equations. …

Persistent link: https://www.econbiz.de/10015408297

Monetary policy objectives and economic outcomes : what can we learn from a wavelet-based optimal control approach?

Crowley, Patrick M.; Hudgins, David - In: The Manchester School 90 (2022) 2, pp. 144-170

Persistent link: https://www.econbiz.de/10013162690

Managing self-replicating innovative goods

Hu, Bin; Sun, Zhankun - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 399-419

Persistent link: https://www.econbiz.de/10012821188

Quantification of risk in classical models of finance

Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10012872493

Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games

Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas - In: Mathematics of operations research 47 (2022) 1, pp. 72-99

Persistent link: https://www.econbiz.de/10013364853

Personalized robo-advising : enhancing investment through client interaction

Capponi, Agostino; Ólafsson, Sveinn; … - In: Management science : journal of the Institute for … 68 (2022) 4, pp. 2485-2512

Persistent link: https://www.econbiz.de/10013368225

A dynamic theory of spatial externalities

Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; … - In: Games and economic behavior 132 (2022), pp. 133-165

Persistent link: https://www.econbiz.de/10013336366

A dynamic programming approach to optimal pollution control under uncertain irreversibility : the Poisson case

Boucekkine, Raouf; Ruan, Weihua; Zou, Benteng - 2022

Persistent link: https://www.econbiz.de/10013407553

Optimal coalition splitting with heterogenous strategies

Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua; Zou, … - 2022

Persistent link: https://www.econbiz.de/10013472941