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Numerical solution of optimal control problems with constant control delays
Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; … - In: Computational economics 31 (2008) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10003686033
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How robust is robust control in discrete time?
Tucci, Marco Paolo - In: Computational economics 58 (2021) 2, pp. 279-309
Persistent link: https://www.econbiz.de/10012614989
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A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
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OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
Blueschke-Nikolaeva, V.; Blueschke, D.; Neck, Reinhard - In: Computational economics 56 (2020) 1, pp. 145-162
Persistent link: https://www.econbiz.de/10012272022
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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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Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad - In: Computational economics 54 (2019) 2, pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
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A numerical algorithm for the coupled PDEs control problem
Yuan, Gonglin; Li, Xiangrong - In: Computational economics 53 (2019) 2, pp. 697-707
Persistent link: https://www.econbiz.de/10012134850
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Economic study of problems of depletion of several interrelated non-renewable resources
García-Rubio, Raquel; Bayón, L.; Otero, J. A.; … - In: Computational economics 48 (2016) 3, pp. 503-521
Persistent link: https://www.econbiz.de/10011712530
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An evolutionary approach to passive learning in optimal control problems
Blueschke, D.; Savin, I.; Blueschke-Nikolaeva, V. - In: Computational economics 56 (2020) 3, pp. 659-673
Persistent link: https://www.econbiz.de/10012390419
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A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle; Tambue, Antoine - In: Computational economics 61 (2023) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10014228389