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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

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

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

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

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

Legendre approximation for solving a class of nonlinear optimal control problems

Tohidi, Emran; Samadi, Omid Reza Navid; Farahi, … - In: Journal of mathematical finance 1 (2011) 1, pp. 8-13

Persistent link: https://www.econbiz.de/10009533129

Optimal control of an inventory-production system with state-dependent random yield

Kutzner, Sarah C.; Kiesmüller, Gudrun - In: European journal of operational research : EJOR 227 (2013) 3, pp. 444-452

Persistent link: https://www.econbiz.de/10009732706

Income drawdown option with minimum guarantee

Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 610-624

Persistent link: https://www.econbiz.de/10010360497

Super-diffusive noise source in asset dynamics

Hongler, Max-Olivier - In: Journal of mathematical finance 3 (2013) 1, pp. 53-58

Persistent link: https://www.econbiz.de/10010240227

Risk management of interest rate derivative portfolios : a stochastic control approach

Kiriakopoulos, Konstantinos; Koulis, Alexandros - In: Journal of risk and financial management : JRFM 7 (2014) 4, pp. 130-149

In this paper we formulate the Risk Management Control problem in the interest rate area as a constrained stochastic portfolio optimization problem. The utility that we use can be any continuous function and based on the viscosity theory, the unique solution of the problem is guaranteed. The...

Persistent link: https://www.econbiz.de/10011552973