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Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Barro, Diana; Canestrelli, Elio - In: OR spectrum : quantitative approaches in management 38 (2016) 3, pp. 711-742
Persistent link: https://www.econbiz.de/10011699618
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HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition
Fabbri, Giorgio; Russo, Francesco - 2017
Persistent link: https://www.econbiz.de/10011701898
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A discrete optimality system for an optimal harvesting problem
Bakan, Hacer Öz; Yilmaz, Fikriye; Weber, Gerhard-Wilhelm - In: Computational Management Science : CMS 14 (2017) 4, pp. 519-533
Persistent link: https://www.econbiz.de/10011758945
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Economics of controlling invasive species : a stochastic optimization model for a spatial-dynamic process
Chalak, Morteza; Polyakov, Maksym; Pannell, David J. - In: American journal of agricultural economics 99 (2017) 1, pp. 123-139
Persistent link: https://www.econbiz.de/10011761162
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Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
Barro, Diana; Canestrelli, Elio - 2011 - First draft
Persistent link: https://www.econbiz.de/10011628771
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Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Savin, Ivan; Blueschke, Dmitri - In: Computational economics 48 (2016) 2, pp. 317-338
Persistent link: https://www.econbiz.de/10011646783
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A characterization of sub-game perfect equilibria for SDEs of mean-field type
Djehiche, Boualem; Huang, Minyi - In: Dynamic games and applications : DGA 6 (2016) 1, pp. 55-81
Persistent link: https://www.econbiz.de/10011589882
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Optimal strategies for a non-linear premium-reserve model in a competitive insurance market
Pantelous, Athanasios A.; Passalidou, Eudokia - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011730232
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Robust inventory management : an optimal control approach
Wagner, Michael R. - In: Operations research 66 (2018) 2, pp. 426-447
Persistent link: https://www.econbiz.de/10011845974
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Benchmarking a scalable approximate dynamic programming algorithm for stochastic control of grid-level energy storage
Salas, Daniel F.; Powell, Warren B. - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 106-123
Persistent link: https://www.econbiz.de/10011848153