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Optimal control of electricity input given an uncertain demand
Göttlich, Simone; Korn, Ralf; Lux, Kerstin - In: Mathematical methods of operations research 90 (2019) 3, pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
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A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel; Djehiche, Boualem - In: Mathematical methods of operations research 72 (2010) 2, pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
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An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian; Thonhauser, Stefan - In: Mathematical methods of operations research 85 (2017) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
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Optimal double control problem for a PDE model of goodwill dynamics
Górajski, Mariusz; Machowska, Dominika - In: Mathematical methods of operations research 85 (2017) 3, pp. 425-452
Persistent link: https://www.econbiz.de/10011714514
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Regular finite fuel stochastic control problems with exit time
Rochlin, Dmitri B.; Mironenko, Georgii - In: Mathematical methods of operations research 84 (2016) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10011673445
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A very short algebraic proof of the Farkas Lemma
Bartl, David - In: Mathematical methods of operations research 75 (2012) 1, pp. 101-104
Persistent link: https://www.econbiz.de/10009490705
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Prices stabilization for inexact unit-commitment problems
Zaourar, Sofia; Malick, Jérôme - In: Mathematical methods of operations research 78 (2013) 3, pp. 341-359
Persistent link: https://www.econbiz.de/10010227474
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Efficient solutions and optimality conditions for vector equilibrium problems
Luu, Do Van; Hang, Dinh Dieu - In: Mathematical methods of operations research 79 (2014) 2, pp. 163-177
Persistent link: https://www.econbiz.de/10010347957
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A note on Ceng-Wang-Yao's result [Strong convergence theorems by a relaxed extragradient method for a general system of variational inequalities, Math. Meth. Oper. Res. (2008) 67:...
Saejung, Satit; Wongchan, Kanokwan - In: Mathematical methods of operations research 73 (2011) 2, pp. 153-157
Persistent link: https://www.econbiz.de/10009520337
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Efficient solution of interval optimization problem
Bhurjee, A. K.; Panda, G. - In: Mathematical methods of operations research 76 (2012) 3, pp. 273-288
Persistent link: https://www.econbiz.de/10009684807