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A discrete optimality system for an optimal harvesting problem
Bakan, Hacer Öz; Yilmaz, Fikriye; Weber, Gerhard-Wilhelm - In: Computational Management Science : CMS 14 (2017) 4, pp. 519-533
Persistent link: https://www.econbiz.de/10011758945
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Dynamic optimization and mathematical economics
Liu, Pan-Tai (ed.) - 1980
Persistent link: https://www.econbiz.de/10000050325
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Applied computational economics and finance
Miranda, Mario J.; Fackler, Paul L. - 2002
Persistent link: https://www.econbiz.de/10001674378
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Nonstandard methods in mathematical economics
Anderson, Robert M. - 1990
Persistent link: https://www.econbiz.de/10000793304
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Multi-Period Liability Clearing via Convex Optimal Control
Barratt, Shane - 2020
We consider the problem of determining a sequence of payments among a set of entities that clear (if possible) the liabilities among them. We formulate this as an optimal control problem, which is convex when the objective function is, and therefore readily solved. For this optimal control...
Persistent link: https://www.econbiz.de/10012833632
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Dynamic programming deconstructed : transformations of the Bellman equation and computational efficiency
Ma, Qingyin; Stachurski, John - In: Operations research 69 (2021) 5, pp. 1591-1607
Persistent link: https://www.econbiz.de/10012661074
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Infinitesimal Methods in Mathematical Economics
Anderson, Robert - 2021
This is the partial manuscript of a book developing the tools of nonstandard analysis, geared to applications in …
Persistent link: https://www.econbiz.de/10013245274
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Combining stochastic programming and optimal control to solve multistage stochastic optimization problems
Barro, Diana; Canestrelli, Elio - 2011 - First draft
Persistent link: https://www.econbiz.de/10011628771
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Chapter 5: Exponential and logarithmic functions
Todorova, Tamara - 2010
"Problems Book to Accompany Mathematics for Economists" is intended to complement any course in quantitative methods in … aimed as an inexpensive supplement to nearly all undergraduate courses in mathematics for economists with the exception of … economics. The book supplements one of the most widely used texts "Mathematics for Economists" by Carl Simon and Laurence Blume …
Persistent link: https://www.econbiz.de/10011774202
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Combining Stochastic Programming and Optimal Control to Solve Multistage Stochastic Optimization Problems
Barro, Diana; Canestrelli, Elio - 2012
In this contribution we propose an approach to solve a multistage stochastic programming problem which allows us to obtain a time and nodal decomposition of the original problem. This double decomposition is achieved applying a discrete time optimal control formulation to the original stochastic...
Persistent link: https://www.econbiz.de/10014041969