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Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks
Lozovanu, Dmitrii; Pickl, Stefan - 2024
Control Problems on Networks -- Stochastic Games and Positional Games on Networks. …-objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers … and graduate students who are interested in Markov theory, control theory, optimization and games. …
Persistent link: https://www.econbiz.de/10014451769
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Optimal control of an energy storage facility under a changing economic environment and partial information
Shardin, Anton A.; Szölgyenyi, Michaela - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10011523933
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Rectangular sets of probability measures
Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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Chaos propagation in games of control for energy-efficient wireless communications
Baili, Hana - In: International game theory review 18 (2016) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10011566169
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Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui; Zhou, Zhou - In: Mathematics of operations research 46 (2021) 2, pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
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A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier; Momeya, Romuald Hervé - In: Mathematical methods of operations research 85 (2017) 3, pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
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Optimal market making under partial information with general intensities
Campi, Luciano; Zabaljauregui, Diego - In: Applied mathematical finance 27 (2020) 1/2, pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
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On stochastic optimization problems and an application in finance
Strini, Josef Anton - 2019
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic … numerically. Contents Optimal Control of Markov Processes A Singular Stochastic Control Problem Dynamic Programming Approach and …
Persistent link: https://www.econbiz.de/10011983766
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Production control with price, cost, and demand uncertainty
Tan, Barış - In: OR spectrum : quantitative approaches in management 41 (2019) 4, pp. 1057-1085
Persistent link: https://www.econbiz.de/10012139975
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Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen - In: Mathematical methods of operations research 90 (2019) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10012116630