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Robust classical-impulse stochastic control problems in an infinite horizon
Pun, Chi Seng - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10013455036
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On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian; Nolan, Charles - 2024
Persistent link: https://www.econbiz.de/10014529902
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Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole - In: Mathematics of operations research 48 (2023) 3, pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
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Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui - In: Mathematics of operations research 48 (2023) 1, pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
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Optimal decision making for empty container management at seaport yard
Ngo Quang Vinh; You, Sam-Sang; Le Ngoc Bao Long; Kim, … - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 19 (2023) 1, pp. 75-59
Persistent link: https://www.econbiz.de/10014259025
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A survey of stochastic inventory models with fixed costs : optimality of (s, S) and (s, S)-type policies : continuous-time case
Perera, Sandun C.; Sethi, Suresh P. - In: Production and operations management : the flagship … 32 (2023) 1, pp. 154-169
Persistent link: https://www.econbiz.de/10014265980
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Optimal trading with regime switching : numerical and analytic techniques applied to valuing storage in an electricity balancing market
Johnson, Paul; Szabó, Dávid Zoltán; Duck, Peter - In: European journal of operational research : EJOR 319 (2024) 2, pp. 611-624
Persistent link: https://www.econbiz.de/10015084871
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Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
Barbagallo, Annamaria; Pansera, Bruno Antonio; Ferrara, … - In: Computational management science 21 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014636789
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Quadratic optimal control of graphon Q-noise linear systems
Dunyak, Alex; Caines, Peter E. - 2024
Persistent link: https://www.econbiz.de/10015073660
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Optimal control in linear-quadratic stochastic advertising models with memory
Giordano, Michele; Yurchenko-Tytarenko, Anton - In: Decisions in economics and finance : a journal of … 47 (2024) 1, pp. 275-298
Persistent link: https://www.econbiz.de/10015044806