Search Results - subject:"Optimal Control"

Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning

Koumou, Gilles Boevi - In: Quantitative finance 24 (2024) 6, pp. 719-733

Persistent link: https://www.econbiz.de/10015050790

Optimal trading and competition with information in the price impact model

Xu, Longjie; Shi, Yufeng - In: Quantitative finance 24 (2024) 6, pp. 811-825

Persistent link: https://www.econbiz.de/10015050798

Automated market makers : mean-variance analysis of LPs payoffs and design of pricing functions

Bergault, Philippe; Bertucci, Louis; Bouba, David; … - In: Digital finance : smart data analytics, investment … 6 (2024) 2, pp. 225-247

Persistent link: https://www.econbiz.de/10014584477

Valuation of guaranteed lifelong withdrawal benefit with the long-term care option

Yang, Yang; Chen, Shaoying; Cui, Zhenyu; Zhang, Zhimin - In: Insurance : mathematics and economics 119 (2024), pp. 179-193

Persistent link: https://www.econbiz.de/10015067245

Optimal timing of carbon capture and storage policies : social planner's view

Chen, Yiwen; Paulus, Nora; Wan, Xi; Zou, Benteng - In: Energy economics 136 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015046633

On strategic measures and optimality properties in discrete-time stochastic control with universally measurable policies

Yu, Huizhen - In: Mathematics of operations research 49 (2024) 3, pp. 1734-1760

Persistent link: https://www.econbiz.de/10015047785

Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks

Lozovanu, Dmitrii; Pickl, Stefan - 2024

This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of...

Persistent link: https://www.econbiz.de/10014451769

The organization dilemma: investing in effectiveness versus efficiency?

Dreyfuss, Michael; Pinto, Gavriel David - In: Journal of Modelling in Management 19 (2024) 6, pp. 1773-1794

. This study aims to propose a dynamic optimal control model that formulates and solves the LTvST problem. Design …/methodology/approach This study proposes a dynamic optimal control model that formulates and solves the dilemma whether to invest in short- or …

Persistent link: https://www.econbiz.de/10015351507

Partial information games and competitive advertising

Singh, Vartika; Kavitha, Veeraruna - In: Dynamic games and applications : DGA 14 (2024) 4, pp. 888-920

Persistent link: https://www.econbiz.de/10015191135

Optimal control in a mathematical model for the occurrence of electronic cheating in certification exams : baccalaureate exams in Morocco as an example

El Mansouri, Abdelbar; Khajji, Bouchaib; Labzai, Abderrahim - In: Operations research forum 5 (2024) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10015182057