Search Results - subject:"Optimal control problem"

Bridging the gap between growth theory and the new economic geography : the spatial Ramsey model

Boucekkine, Raouf (contributor); Camacho, Carmen (contributor) - 2006

Persistent link: https://www.econbiz.de/10003392643

Stochastic optimal control, international finance, and debt crises

Stein, Jerome L. - 2006

Persistent link: https://www.econbiz.de/10003212024

Robustness and information processing

Kasa, Kenneth - In: Review of economic dynamics 9 (2006) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10003274650

Optimal time aggregation of infinite horizon control problems

Alemdar, Nedim M.; Sirakaya, Sibel; Hüsseinov, Farhad - In: Journal of economic dynamics & control 30 (2006) 4, pp. 569-593

Persistent link: https://www.econbiz.de/10003305468

Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem

Stabile, Gabriele - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 151-170

Persistent link: https://www.econbiz.de/10003312710

Estimating and Interpreting Models with Endogenous Treatment Effects

Vella, Francis - 2006

The relationship between two alternative approaches, instrumental variables and control function procedures, for estimating the impact of endogenous treatment effects are examined. Although it is well known that the two approaches generate comparable estimates, the relationship between the...

Persistent link: https://www.econbiz.de/10012783460

Dynamic Inventory Management in Reverse Logistics

Kleber, Rainer - 2006

The integration of product recovery into regular production processes enables new opportunities for cost savings. It also yields new challenges for inventory management because there are two sources to satisfy product requirements which need to be coordinated by additionally taking into account...

Persistent link: https://www.econbiz.de/10013520548

Recent Advances in Optimization

Seeger, Alberto (ed.) - 2006

Control Problem with Pointwise Mixed Control-State Constraints -- On Abstract Control Problems with Non-Smooth Data … to Rest in Finite Time -- An Application of PL Continuation Methods to Singular Arcs Problems -- On an Elliptic Optimal …

Persistent link: https://www.econbiz.de/10014014060

Control of Multiple ROVs

In: Human factors of remotely operated vehicles, (pp. 207). 2006

Persistent link: https://www.econbiz.de/10015384995

Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization

Barro, Diana; Canestrelli, Elio - EconWPA - 2005

We propose a decomposition method for the solution of a dynamic portfolio optimization problem which fits the formulation of a multistage stochastic programming problem. The method allows to obtain time and nodal decomposition of the problem in its arborescent formulation applying a discrete...

Persistent link: https://www.econbiz.de/10005125637