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A new method of proving structural properties for certain class of stochastic dynamic control problems
Zhuang, Weifen; Li, Michael Zhi-feng - In: Operations research letters 38 (2010) 5, pp. 462-467
Persistent link: https://www.econbiz.de/10008658770
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Performance analysis of linear and nonlinear techniques for automatic scaling of discretized control problems
Sagliano, Marco - In: Operations research letters 42 (2014) 3, pp. 213-216
Persistent link: https://www.econbiz.de/10010383188
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Distributionally robust optimal control and MDP modeling
Shapiro, Alexander - In: Operations research letters 49 (2021) 5, pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
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Constrained maximum variance stopping for a finite horizon increasing random walk
Fontem, Belleh - In: Operations research letters 48 (2020) 4, pp. 493-499
Persistent link: https://www.econbiz.de/10012294803
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Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control
Defourny, Boris - In: Operations research letters 46 (2018) 1, pp. 51-55
Persistent link: https://www.econbiz.de/10011807908
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Optimal control of a queue under a quality-of-service constraint with bounded and unbounded rates
Ebrahimi, Abdolghani; Ghosh, Arka P. - In: Operations research letters 48 (2020) 6, pp. 737-743
Persistent link: https://www.econbiz.de/10012430101
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Distributionally robust modeling of optimal control
Shapiro, Alexander - In: Operations research letters 50 (2022) 5, pp. 561-567
Persistent link: https://www.econbiz.de/10013449446
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Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
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Optimal control of price and production in an assemble-to-order system
Feng, Youyi; Ou, Jihong; Pang, Zhan - In: Operations research letters 36 (2008) 4, pp. 506-512
Persistent link: https://www.econbiz.de/10003786737
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Optimal control of terrorism and global reputation : a case study with novel behavior
Caulkins, Jonathan P.; Feichtinger, Gustav; Tragler, G. - In: Operations research letters 37 (2009) 6, pp. 387-391
Persistent link: https://www.econbiz.de/10003905564