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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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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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An envelope theorem and some applications to discounted Markov decision processes
Cruz-Suárez, Hugo; Montes-de-Oca, Raúl - In: Mathematical methods of operations research 67 (2008) 2, pp. 299-321
Persistent link: https://www.econbiz.de/10003681564
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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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Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao - In: Mathematical methods of operations research 89 (2019) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
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Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely; Hambly, Ben M.; Witte, Jan Hendrik - In: Mathematical methods of operations research 81 (2015) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
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On the single-leg airline revenue management problem in continuous time
Arslan, A. Muzaffer; Frenk, Johannes G.; Sezer, Semih O. - In: Mathematical methods of operations research 81 (2015) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10010488935
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Convex games and feasible sets in control theory
Pickl, Stefan - In: Mathematical methods of operations research 53 (2001) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10001572465
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New product introduction: goodwill, time and advertising cost
Buratto, Alessandra; Viscolani, Bruno - In: Mathematical methods of operations research 55 (2002) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001656103