Search Results - subject:"Optimal controls"

Did you mean: subject:"Optimal control" (1,217 results)

Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting

Moagi, Gaoganwe S.; Doctor, Obonye - In: International journal of financial engineering 11 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10014574920

Using redundant control to optimize control torque

Gritsuk, Igor; Nosov, Pavlo; Bondarchuk, Andrii; … - In: Technology audit and production reserves 3 (2023) 2/71, pp. 20-24

Persistent link: https://www.econbiz.de/10014388924

Existence of optimal nonanticipating controls in piecewise deterministic control problems

Seierstad, Atle - 2008

terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls in … deterministic control problems. The proof is based on well-known results on existence of deterministic optimal controls. …

Persistent link: https://www.econbiz.de/10010287742

Existence of Optimal Nonanticipating Controls in Piecewise Deterministic Control Problems

Seierstad, Atle - Økonomisk institutt, Universitetet i Oslo - 2008

with hard terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls … in deterministic control problems. The proof is based on well-known results on existence of deterministic optimal … controls. …

Persistent link: https://www.econbiz.de/10005652267

Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations

Fabbri, Giorgio; Gozzi, Fausto; Swiech, Andrzej - Volkswirtschaftliche Fakultät, … - 2007

explicit construction of $\epsilon$-optimal controls. …

Persistent link: https://www.econbiz.de/10005835832