Search Results - subject:"maximum principle"

An optimal-control based integrated model of supply chain

Ivanov, Dmitry - Graduate School of Management, St. Petersburg State … - 2010

procedure is based on applying Pontryaginâ€™s maximum principle and the resulting essential reduction of problem dimensionality …

Persistent link: https://www.econbiz.de/10008670578

Risk-based Decisions on the Asset Structure of a Bank under Partial Economic Information

Hałaj, Grzegorz - In: Applied Mathematical Finance 15 (2008) 4, pp. 305-329

Maximum Principle reduces the problem to finding a solution to a Forward Backward Stochastic Differential Equation (FBSDE). As …

Persistent link: https://www.econbiz.de/10005495389

Maximum Principle for Optimal Harvesting in Linear Size-Structured Population

KATO, NOBUYUKI - In: Mathematical Population Studies 15 (2008) 2, pp. 123-136

An optimal harvesting problem for linear size-structured population dynamics is considered. A maximum principle is …

Persistent link: https://www.econbiz.de/10009205607

On the principle of fermat-lagrange for mixed smooth-convex extremal problems

Brinkhuis, Jan - 1998

A necessary condition - the Principle of Fermat-Lagrange - is offered for mixed smooth-convexoptimization problems. This generalizes and unifies most of the known necessary conditions forconcrete finite and infinite dimensional optimization problems of interest. The new idea in comparisonwith...

Persistent link: https://www.econbiz.de/10010533202

A NOTE ON LUENBERGER'S ZERO-MAXIMUM PRINCIPLE FOR CORE ALLOCATIONS

COURTAULT, JEAN-MICHEL; CRETTEZ, BERTRAND; HAYEK, NAILA - In: International Game Theory Review (IGTR) 09 (2007) 03, pp. 453-460

In this note, we state a zero-maximum principle for core allocations, a result which was foreseen by Luenberger (1995 …

Persistent link: https://www.econbiz.de/10004977751

On discrete maximum principles for nonlinear elliptic problems

Karátson, János; Korotov, Sergey; Křížek, Michal - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 99-108

is the maximum principle. In our work, we give a short review of the most important results devoted to discrete … counterparts of the maximum principle (called discrete maximum principles, DMPs), mainly in the framework of the finite element …

Persistent link: https://www.econbiz.de/10011050777

Conjugate points of second order ordinary differential equations with jumping nonlinearities

Herrmann, Leopold - In: Mathematics and Computers in Simulation (MATCOM) 76 (2007) 1, pp. 82-85

For the need of the theory of oscillatory solutions of dissipative abstract equations a suitable function is constructed as a solution of the second order ordinary differential equation with nonlinearity in the first derivative.

Persistent link: https://www.econbiz.de/10010748754

On the structure of the optimal server control for fluid networks

Gajrat, S.; Hordijk, A. - In: Computational Statistics 62 (2005) 1, pp. 55-75

This paper derives the optimal trajectories in a general fluid network with server control. The stationary optimal policy in the complete state space is constructed. The optimal policy is constant on polyhedral convex cones. An algorithm is derived that computes these cones and the optimal...

Persistent link: https://www.econbiz.de/10010847857

On the structure of the optimal server control for fluid networks

Gajrat, S.; Hordijk, A. - In: Mathematical Methods of Operations Research 62 (2005) 1, pp. 55-75

Persistent link: https://www.econbiz.de/10010950246

A Generalization of Hall's Specification of the Consumption function

Willassen, Yngve - 1994

parameters of the consumption process in an essential way. The paper also argues for a stochastic maximum principle. In addition …

Persistent link: https://www.econbiz.de/10011967893