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1
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
2
Distributionally robust modeling of optimal control
Shapiro, Alexander
- In:
Operations research letters
50
(
2022
)
5
,
pp. 561-567
Persistent link: https://www.econbiz.de/10013449446
Saved in:
3
Optimal stochastic control of the intensity of point processes
Kim, Bara
;
Kim, Jeongsim
;
Wang, Chia-Li
- In:
Operations research letters
50
(
2022
)
5
,
pp. 574-580
Persistent link: https://www.econbiz.de/10013449448
Saved in:
4
Distributionally robust optimal control and MDP modeling
Shapiro, Alexander
- In:
Operations research letters
49
(
2021
)
5
,
pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
Saved in:
5
Optimal control of a queue under a quality-of-service constraint with bounded and unbounded rates
Ebrahimi, Abdolghani
;
Ghosh, Arka P.
- In:
Operations research letters
48
(
2020
)
6
,
pp. 737-743
Persistent link: https://www.econbiz.de/10012430101
Saved in:
6
Constrained maximum variance stopping for a finite horizon increasing random walk
Fontem, Belleh
- In:
Operations research letters
48
(
2020
)
4
,
pp. 493-499
Persistent link: https://www.econbiz.de/10012294803
Saved in:
7
Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
Defourny, Boris
- In:
Operations research letters
46
(
2018
)
1
,
pp. 51-55
Persistent link: https://www.econbiz.de/10011807908
Saved in:
8
An approximating diffusion control problem for dynamic admission and service rate control in a G/MN+G queue
Koçağa, Yaşar Levent
- In:
Operations research letters
45
(
2017
)
6
,
pp. 538-542
Persistent link: https://www.econbiz.de/10011782875
Saved in:
9
An approximation scheme for impulse control with random reaction periods
Perera, Sandun
;
Long, Hongwei
- In:
Operations research letters
45
(
2017
)
6
,
pp. 585-591
Persistent link: https://www.econbiz.de/10011782985
Saved in:
10
Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun
;
Wang, Shihua
- In:
Operations research letters
45
(
2017
)
3
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
Saved in:
11
Optimal digital product maintenance with a continuous revenue stream
Fan, James
;
Griffin, Christopher
- In:
Operations research letters
45
(
2017
)
3
,
pp. 282-288
Persistent link: https://www.econbiz.de/10011719345
Saved in:
12
Dynamic optimal control of pollution abatement investment under emission permits
Li, Shoude
- In:
Operations research letters
44
(
2016
)
3
,
pp. 348-353
Persistent link: https://www.econbiz.de/10011506131
Saved in:
13
Performance analysis of linear and nonlinear techniques for automatic scaling of discretized control problems
Sagliano, Marco
- In:
Operations research letters
42
(
2014
)
3
,
pp. 213-216
Persistent link: https://www.econbiz.de/10010383188
Saved in:
14
Optimal quality provision when reputation is subject to random inspections
Hirschmann, David
- In:
Operations research letters
42
(
2014
)
1
,
pp. 64-69
Persistent link: https://www.econbiz.de/10010259244
Saved in:
15
Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control
Brock, William A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003748097
Saved in:
16
Optimal control and spatial heterogeneity : pattern formation in economic-ecological models
Brock, William A.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003229314
Saved in:
17
The stochastic lake game : a numerical solution
Dechert, W. Davis
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003229344
Saved in:
18
Impulse control with random reaction periods : a central bank intervention problem
Bensoussan, Alain
;
Long, Hongwei
;
Perera, Sandun
; …
- In:
Operations research letters
40
(
2012
)
6
,
pp. 425-430
Persistent link: https://www.econbiz.de/10009716585
Saved in:
19
Elements of a theory of design limits to optimal policy
Brock, William A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001929744
Saved in:
20
Optimal control of a production-inventory system with customer impatience
Benjaafar, Saif
;
Gayon, Jean-Philippe
;
Tepe, Seda
- In:
Operations research letters
38
(
2010
)
4
,
pp. 267-272
Persistent link: https://www.econbiz.de/10003984239
Saved in:
21
A new method of proving structural properties for certain class of stochastic dynamic control problems
Zhuang, Weifen
;
Li, Michael Zhi-feng
- In:
Operations research letters
38
(
2010
)
5
,
pp. 462-467
Persistent link: https://www.econbiz.de/10008658770
Saved in:
22
Optimal control of terrorism and global reputation : a case study with novel behavior
Caulkins, Jonathan P.
;
Feichtinger, Gustav
;
Tragler, G.
- In:
Operations research letters
37
(
2009
)
6
,
pp. 387-391
Persistent link: https://www.econbiz.de/10003905564
Saved in:
23
Optimal control of price and production in an assemble-to-order system
Feng, Youyi
;
Ou, Jihong
;
Pang, Zhan
- In:
Operations research letters
36
(
2008
)
4
,
pp. 506-512
Persistent link: https://www.econbiz.de/10003786737
Saved in:
24
Nonconvexities in ecological management problems
Brock, William A.
(
contributor
);
Starrett, D.
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001605146
Saved in:
25
Optimal bunching without optimal control
Nöldeke, Georg
(
contributor
);
Samuelson, Larry
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003229316
Saved in:
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