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  • Search: subject:"Tracking problem"
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Year of publication
Subject
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Mathematical programming 11 Mathematische Optimierung 11 Control theory 6 Kontrolltheorie 6 Linear quadratic tracking problem 5 optimal control 5 Robust statistics 4 Robustes Verfahren 4 Estimation theory 3 Multi-sensor multi-target tracking problem 3 Multidimensional assignment problem 3 Scheduling problem 3 Scheduling-Verfahren 3 Schätztheorie 3 Theorie 3 Theory 3 tracking problem 3 Bayes filter 2 Begrenzte Rationalität 2 Bounded rationality 2 Branch and price 2 Combinatorial optimization 2 Economics of information 2 Entropie 2 Entropy 2 Graph partitioning 2 Information behaviour 2 Informationsverhalten 2 Informationsökonomik 2 Kalman filter 2 Optimal control 2 Portfolio selection 2 Portfolio-Management 2 Rational inattention 2 Rationality 2 Rationalität 2 Star covering 2 Time-varying parameters 2 Tracking problem 2 alpha 2
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Online availability
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Undetermined 8 Free 6
Type of publication
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Article 12 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 12 Undetermined 5
Author
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Tucci, Marco Paolo 4 Vogiatzis, Chrysafis 3 Adulyasak, Yossiri 2 Bayani, Mahdis 2 Miao, Jianjun 2 Pardalos, Panos M. 2 Roncalli, Thierry 2 Rostami, Borzou 2 Rousseau, Louis-Martin 2 Walteros, Jose L. 2 Weisang, Guillaume 2 Behrens, Doris 1 Chrysafinos, Konstantinos 1 Karatzas, Efthimios 1 Moeini, Mahdi 1 Neck, Reinhard 1 Pardalos, Panos 1 Pasiliano, Eduardo L. 1 Pasiliao, Eduardo 1 Pasiliao, Eduardo L. 1 Tucci, Marco P. 1 Wu, Jieran 1 Young, Eric R. 1 Zhang, Bo 1
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Institution
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Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Computational economics 3 Computational Optimization and Applications 2 Quaderni del Dipartimento di economia politica e statistica 2 Central European journal of operations research 1 Department of Economics University of Siena 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Journal of Financial Transformation 1 Les cahiers du GERAD 1 MPRA Paper 1 Macroeconomic dynamics 1
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Source
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ECONIS (ZBW) 11 RePEc 6
Showing 11 - 17 of 17
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Symmetric error estimates for discontinuous Galerkin time-stepping schemes for optimal control problems constrained to evolutionary Stokes equations
Chrysafinos, Konstantinos; Karatzas, Efthimios - In: Computational Optimization and Applications 60 (2015) 3, pp. 719-751
<Para ID="Par1">We consider fully discrete finite element approximations of a distributed optimal control problem, constrained by the evolutionary Stokes equations. Conforming finite element methods for spatial discretization combined with discontinuous time-stepping Galerkin schemes are being used for the...</para>
Persistent link: https://www.econbiz.de/10011241272
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Tracking problems, hedge fund replication and alternative beta
Roncalli, Thierry; Weisang, Guillaume - Volkswirtschaftliche Fakultät, … - 2008
problems, we consider hedge fund replication as a general tracking problem which may be solved by means of Bayesian filters …
Persistent link: https://www.econbiz.de/10011109600
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Integer programming models for the multidimensional assignment problem with star costs
Walteros, Jose L.; Vogiatzis, Chrysafis; Pasiliano, … - In: European journal of operational research : EJOR 235 (2014) 3, pp. 553-568
Persistent link: https://www.econbiz.de/10010341304
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Graph partitions for the multidimensional assignment problem
Vogiatzis, Chrysafis; Pasiliao, Eduardo; Pardalos, Panos - In: Computational Optimization and Applications 58 (2014) 1, pp. 205-224
In this paper, we consider two decomposition schemes for the graph theoretical description of the axial Multidimensional Assignment Problem (MAP). The problem is defined as finding n disjoint cliques of size m with minimum total cost in K <Subscript> m×n </Subscript>, which is an m-partite graph with n elements per...</subscript>
Persistent link: https://www.econbiz.de/10010998323
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Integer programming models for the multidimensional assignment problem with star costs
Walteros, Jose L.; Vogiatzis, Chrysafis; Pasiliao, … - In: European Journal of Operational Research 235 (2014) 3, pp. 553-568
We consider a variant of the multidimensional assignment problem (MAP) with decomposable costs in which the resulting optimal assignment is described as a set of disjoint stars. This problem arises in the context of multi-sensor multi-target tracking problems, where a set of measurements,...
Persistent link: https://www.econbiz.de/10010744227
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Tracking Problems, Hedge Fund Replication, and Alternative Beta
Roncalli, Thierry; Weisang, Guillaume - In: Journal of Financial Transformation 31 (2011), pp. 19-29
consider hedge fund replication as a general tracking problem which may be solved by means of Bayesian filters. Using the …
Persistent link: https://www.econbiz.de/10009002619
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How Robust is Robust Control in the Time Domain?
Tucci, Marco P. - Dipartimento di Economia Politica e Statistics, … - 2009
By applying robust control the decision maker wants to make good decisions when his model is only a good approximation of the true one. Such decisions are said to be robust to model misspecification. In this paper it is shown that both a “probabilistically sophisticated” and a...
Persistent link: https://www.econbiz.de/10008528597
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