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Vehicle-ID sensor location for route flow recognition : models and algorithms
Cerrone, Carmine; Cerulli, Raffaele; Gentili, Monica - In: European journal of operational research : EJOR 247 (2015) 2, pp. 618-629
Persistent link: https://www.econbiz.de/10011375790
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Exact approaches for lifetime maximization in connectivity constrained wireless multi-role sensor networks
Castaño, Fabian; Bourreau, Eric; Velasco, Nubia; … - In: European journal of operational research : EJOR 241 (2015) 1, pp. 28-38
Persistent link: https://www.econbiz.de/10010486911
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New strong duality results for convex programs with separable constraints
Jeyakumar, V.; Li, Guoyin - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1203-1209
Persistent link: https://www.econbiz.de/10008701386
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Optimal information acquisition for a linear quadratic control problem
Lindset, Snorre; Lund, Arne-Christian; Matsen, Egil - In: European journal of operational research : EJOR 199 (2009) 2, pp. 435-441
Persistent link: https://www.econbiz.de/10003867273
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A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hata, Hiroaki; Iida, Yasunari - In: Finance and stochastics 10 (2006) 3, pp. 395-426
Persistent link: https://www.econbiz.de/10003380023
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Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto - In: Finance and stochastics 15 (2011) 2, pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
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A tutorial on the deterministic Impulse Control Maximum Principle : necessary and sufficient optimality conditions
Chahim, Mohammed; Hartl, Richard F.; Kort, Peter M. - In: European journal of operational research : EJOR 219 (2012) 1, pp. 18-26
Persistent link: https://www.econbiz.de/10009511719
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A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore - In: Finance and stochastics 15 (2011) 3, pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
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Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto - In: Finance and stochastics 19 (2015) 2, pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
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An optimal consumption problem in finite time with a constraint on the ruin probability
Grandits, Peter - In: Finance and stochastics 19 (2015) 4, pp. 791-847
Persistent link: https://www.econbiz.de/10011421027