Similar Search Results - EconBiz

Robust stochastic lot-sizing by means of histograms

Klabjan, Diego; Simchi-Levi, David; Song, Miao - In: Production and operations management : an international … 22 (2013) 3, pp. 691-710

Persistent link: https://www.econbiz.de/10009760418

Rectangular sets of probability measures

Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541

Persistent link: https://www.econbiz.de/10011485624

Robust control of partially observable failing systems

Kim, Michael Jong - In: Operations research 64 (2016) 4, pp. 999-1014

Persistent link: https://www.econbiz.de/10011538583

Robust Time-Inconsistent Stochastic Control Problems

Pun, Chi Seng - 2018

This paper establishes a general analytical framework for continuous-time stochastic control problems for an ambiguity-averse agent (AAA) with time-inconsistent preference, where the control problems do not satisfy Bellman's principle of optimality. The AAA is concerned about model uncertainty...

Persistent link: https://www.econbiz.de/10012932873

Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection

Bielecki, Tomasz R.; Chen, Tao; Cialenco, Igor - In: International journal of theoretical and applied finance 24 (2021) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012650186

How robust is robust control in discrete time?

Tucci, Marco Paolo - In: Computational economics 58 (2021) 2, pp. 279-309

Persistent link: https://www.econbiz.de/10012614989

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

Robust optimal investment and reinsurance problems with learning

Bäuerle, Nicole; Leimcke, Gregor - In: Scandinavian actuarial journal 2021 (2021) 2, pp. 82-109

Persistent link: https://www.econbiz.de/10012500254

Robust MDPs with k-rectangular uncertainty

Mannor, Shie; Mebel, Ofir; Xu, Huan - In: Mathematics of operations research 41 (2016) 4, pp. 1484-1509

Persistent link: https://www.econbiz.de/10011595106

Structural properties of a class of robust inventory and queueing control problems

Turgay, Zeynep; Karaesmen, Fikri; Örmeci, Egemen Lerzan - In: Naval research logistics : an international journal 65 (2018) 8, pp. 699-716

Persistent link: https://www.econbiz.de/10011969349

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