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  • Search: subject:"LQ control"
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Year of publication
Subject
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complementary duality 4 generalized Riccati equation 4 semidefinite programming 4 stochastic LQ control 3 LQ control 2 Stochastic LQ control 2 mean-square stability 2 Advertising 1 Bankruptcy prohibition 1 Convex cone constraints 1 Efficient frontier 1 Goodwill 1 HJB equation 1 Insolvency 1 Insolvenz 1 Marketing 1 Marketing mix 1 Markowitz's mean-variance model 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Stochastic Riccati equation 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 goodwill 1 new product introduction 1 stochastic Riccati equation 1
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Online availability
All
Free 3 Undetermined 3
Type of publication
All
Book / Working Paper 4 Article 3
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 6 English 1
Author
All
Yao, D.D. 4 Zhou, X.Y. 4 Grosset, Luca 2 Zhang, S. 2 Zhang, Zhang, S. 2 Buratto, Alessandra 1 Li, Xun 1 Viscolani, Bruno 1 Xu, Zuo Quan 1
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Institution
All
Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2
Published in...
All
Econometric Institute Report 2 Econometric Institute Research Papers 2 Central European Journal of Operations Research 1 Operations research letters 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
All
RePEc 6 ECONIS (ZBW) 1
Showing 1 - 7 of 7
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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun; Xu, Zuo Quan - In: Operations research letters 44 (2016) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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LQ Control without Riccati Equations: Stochastic Systems
Yao, D.D.; Zhang, S.; Zhou, X.Y. - Erasmus University Rotterdam, Econometric Institute - 1999
, and the optimality of the LQ control problem. Based on these relations, we propose a numerical procedure that provides a … thorough treatment of the LQ control problem via SDP: it identifies a stabilizing feedback control that is optimal or …
Persistent link: https://www.econbiz.de/10008570636
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LQ control without Ricatti equations: deterministic systems
Yao, D.D.; Zhang, S.; Zhou, X.Y. - Erasmus University Rotterdam, Econometric Institute - 1999
We study a deterministic linear-quadratic (LQ) control problem over an infinite horizon, and develop a general apprach … of an optimal LQ control. Moreover, when the complementary duality does hold, an optimal state feedback control is …
Persistent link: https://www.econbiz.de/10008584818
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LQ control without Ricatti equations: deterministic systems
Yao, D.D.; Zhang, Zhang, S.; Zhou, X.Y. - Faculteit der Economische Wetenschappen, Erasmus … - 1999
We study a deterministic linear-quadratic (LQ) control problem over an infinite horizon, and develop a general apprach … of an optimal LQ control. Moreover, when the complementary duality does hold, an optimal state feedback control is …
Persistent link: https://www.econbiz.de/10010837813
Saved in:
Cover Image
A communication mix for an event planning: a linear quadratic approach
Buratto, Alessandra; Grosset, Luca - In: Central European Journal of Operations Research 14 (2006) 3, pp. 247-259
Persistent link: https://www.econbiz.de/10008515663
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Cover Image
Advertising for a new product introduction: A stochastic approach
Grosset, Luca; Viscolani, Bruno - In: TOP: An Official Journal of the Spanish Society of … 12 (2004) 1, pp. 149-167
Persistent link: https://www.econbiz.de/10005371454
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Cover Image
LQ Control without Riccati Equations: Stochastic Systems
Yao, D.D.; Zhang, Zhang, S.; Zhou, X.Y. - Faculteit der Economische Wetenschappen, Erasmus … - 1999
, and the optimality of the LQ control problem. Based on these relations, we propose a numerical procedure that provides a … thorough treatment of the LQ control problem via SDP: it identifies a stabilizing feedback control that is optimal or …
Persistent link: https://www.econbiz.de/10010731580
Saved in:
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