Search Results - subject:"Optimal Control"

Optimal control strategies for single-machine family scheduling with sequence-dependent batch setup and controllable processing times

Giglio, Davide - In: Journal of scheduling 18 (2015) 5, pp. 525-543

Persistent link: https://www.econbiz.de/10011374190

Optimal control of a two-server flow-shop network

Luzon, Yossef; Marmor, Yariv; Khmelnitsky, Eugene - In: Journal of scheduling 18 (2015) 5, pp. 513-524

Persistent link: https://www.econbiz.de/10011374194

Replenishment, production and quality control strategies in three-stage supply chain

Hlioui, Rached; Gharbi, Ali; Hajji, Adnène - In: International journal of production economics 166 (2015), pp. 90-102

Persistent link: https://www.econbiz.de/10011334061

Product innovation incentives by an incumbent firm : a dynamic analysis

Dawid, Herbert; Keoula, Michel Y.; Kopel, Michael; … - In: Journal of economic behavior & organization : JEBO 117 (2015), pp. 411-438

Persistent link: https://www.econbiz.de/10011572205

On the smoothness of value functions and the existence of optimal strategies in diffusion models

Strulovici, Bruno; Szydlowski, Martin - In: Journal of economic theory 159 (2015), pp. 1016-1055

Persistent link: https://www.econbiz.de/10011549304

Optimal savings management for individuals with defined contribution pension plans

Konicz, Agnieszka Karolina; Mulvey, John M. - In: European journal of operational research : EJOR 243 (2015) 1, pp. 233-247

Persistent link: https://www.econbiz.de/10010492965

A stochastic control approach to option market making

El Aoud, Sofiene; Abergel, Frédéric - In: Market microstructure and liquidity 1 (2015) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10011588196

Modelling optimal execution strategies for algorithmic trading

Damian, Virgil - In: Theoretical and applied economics : GAER review 22 (2015) 4, pp. 99-104

Persistent link: https://www.econbiz.de/10011559331

Optimal control of pollutants with delayed stock accumulation

Winkler, Ralph - 2008

We study the optimal control of a pollutant that accumulates with a delay.We find that optimal paths are, in general … Zürich Swiss Federal Institute of Technology Zurich Optimal control of pollutants with delayed stock ac- cumulation Ralph … Winkler∗ CER-ETH – Center of Economic Research at ETH Zurich, Switzerland July 2008 Abstract: We study the optimal control of …

Persistent link: https://www.econbiz.de/10003762155

A General Verification Result for Stochastic Impulse Control Problems

Belak, Christoph - 2019

This paper establishes existence of optimal controls for a general stochastic impulse control problem. For this, the value function is characterized as the pointwise minimum of a set of superharmonic functions, as the unique continuous viscosity solution of the quasi-variational inequalities,...

Persistent link: https://www.econbiz.de/10012903177