Search Results - subject:"PONTRYAGIN'S MAXIMUM PRINCIPLE"

Djehiche, Boualem; Helgesson, Peter - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 310-334

/methodology/approach: We use recent advancements of the Pontryagin maximum principle for forward-backward stochastic differential equations …

Persistent link: https://www.econbiz.de/10015163486

Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua - 2024

Persistent link: https://www.econbiz.de/10014575633

Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833

. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is …

Persistent link: https://www.econbiz.de/10015210343

Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833

. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is …

Persistent link: https://www.econbiz.de/10015371619

Nascimento Filho, Aylo Sousa; Alves, Frederick Fagundes - In: Revista brasileira de economia de empresas 22 (2022) 2, pp. 33-57

Persistent link: https://www.econbiz.de/10014448353

Ogunmiloro, Oluwatayo Michael; Obayomi, Adesoji Abraham; … - In: Operations research forum 5 (2024) 2, pp. 1-38

Persistent link: https://www.econbiz.de/10015179769

Dey, Debopriya; Kar, Samarjit; Bhattacharya, Dilip Kumar - In: Operational research : an international journal 24 (2024) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10015135377

Dey, Debopriya; Kar, Samarjit; Bhattacharya, Dilip Kumar - In: Opsearch : journal of the Operational Research Society … 61 (2024) 1, pp. 399-420

Persistent link: https://www.econbiz.de/10015127179

Grigorenko, Nikolai; Luk'yanova, Lilia - In: Games 12 (2021) 1, pp. 1-12

established using the Pontryagin maximum principle. The cases are highlighted when such control is a bang-bang, as well as the …

Persistent link: https://www.econbiz.de/10013200073

Grigorenko, Nikolai; Luk'yanova, Lilia - In: Games 12 (2021) 1/11, pp. 1-12

established using the Pontryagin maximum principle. The cases are highlighted when such control is a bang-bang, as well as the …

Persistent link: https://www.econbiz.de/10012432548

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