Search Results - subject:"Optimal control problem"

On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux

Ewald, Christian; Nolan, Charles - In: Journal of economic dynamics & control 162 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015050299

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

An optimal control problem with state constraints in a spatio-temporal economic growth model on networks

Calvia, Alessandro; Gozzi, Fausto; Leocata, Marta; … - In: Journal of mathematical economics 113 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015071926

High frequency market making : the role of speed

Aït-Sahalia, Yacine; Sağlam, Mehmet - In: Journal of econometrics 239 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10015074464

Asymptotically optimal control of make-to-stock systems

Gao, Xuefeng; Huang, Junfei - In: Mathematics of operations research 49 (2024) 2, pp. 948-985

Persistent link: https://www.econbiz.de/10014564924

Technical note: asymptotically optimal control of omnichannel service systems with pick-up guarantees

Gao, Xuefeng; Huang, Junfei; Zhang, Jiheng - In: Operations research 72 (2024) 4, pp. 1739-1748

Persistent link: https://www.econbiz.de/10015045708

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

Using the optimal control technique in facilities sharing to increased units' efficiency

Shariat, Afshin; Hosseinnejad, Zahra; Pooya, Alireza - In: Opsearch : journal of the Operational Research Society … 61 (2024) 2, pp. 741-761

Persistent link: https://www.econbiz.de/10015127255

An optimal software enhancement and customer growth model : a control-theoretic approach

Pradhan, Sujit K.; Kumar, Anil; Kumar, Vijay - In: International journal of quality & reliability management 41 (2024) 9, pp. 2333-2350

Persistent link: https://www.econbiz.de/10015202606