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Optimum design of measurement channels and control policies for linear-quadratic stochastic systems

Basar, T.; Bansal, R. - In: European journal of operational research : EJOR 73 (1994) 2, pp. 226-236

Persistent link: https://www.econbiz.de/10006685886

Optimal open loop cheating in dynamic reversed Linear - Quadratic Stackelberg games

Vallée, T.; Deissenberg, Ch; Basar, T. - 1999

Persistent link: https://www.econbiz.de/10008218427

DYNAMIC CONTROLLABILITY WITH OVERLAPPING TARGETS: OR WHY TARGET INDEPENDENCE MAY NOT BE GOOD FOR YOU

Acocella, Nicola; Di Bartolomeo, Giovanni; Hallett, … - In: Macroeconomic dynamics 11 (2007) 2, pp. 202-213

Persistent link: https://www.econbiz.de/10007613610

An impulse control problem of a production model with interruptions to follow stochastic demand

Salles, J.L.F.; do Val, J.B.R. - In: European journal of operational research : EJOR 132 (2001) 1, pp. 123-145

Persistent link: https://www.econbiz.de/10006659465

Separable Hausdorff measurable Radon spaces

Leão, D. Jr.; Fragoso, M.D.; do Val, J.B.R.; Andrade, M.G. - In: Statistics & Probability Letters 71 (2005) 4, pp. 347-359

This paper is a companion paper of Leão et al. (Probab. Statist. Lett. 42 (1999) 409; Proyecciones--J. Math. 23 (2004) 15), in the sense that we carry out further studies on the properties of Radon spaces, proposed in Leão (Radon spaces, Ph.D. Thesis 1999). For instance, we study topological...

Persistent link: https://www.econbiz.de/10005313921

Stability and optimality of a multi-product production and storage system under demand uncertainty

Arruda, E.F.; do Val, J.B.R. - In: European Journal of Operational Research 188 (2008) 2, pp. 406-427

Persistent link: https://www.econbiz.de/10005277514

Approximate dynamic programming via direct search in the space of value function approximations

Arruda, E.F.; Fragoso, M.D.; do Val, J.B.R. - In: European Journal of Operational Research 211 (2011) 2, pp. 343-351

This paper deals with approximate value iteration (AVI) algorithms applied to discounted dynamic programming (DP) problems. For a fixed control policy, the span semi-norm of the so-called Bellman residual is shown to be convex in the Banach space of candidate solutions to the DP problem. This...

Persistent link: https://www.econbiz.de/10008865135

Stability and optimality of a multi-product production and storage system under demand uncertainty

Arruda, E.F.; do Val, J.B.R. - In: European journal of operational research : EJOR 188 (2008) 2, pp. 406-427

Persistent link: https://www.econbiz.de/10007900003

Approximate dynamic programming via direct search in the space of value function approximations

Arruda, E.F.; Fragoso, M.D.; do Val, J.B.R. - In: European journal of operational research : EJOR 211 (2011) 2, pp. 343-352

Persistent link: https://www.econbiz.de/10008843160