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The connection between optimal stopping problems and optimal control problems in discrete time
Leahy, John Vincent - 1993
Persistent link: https://www.econbiz.de/10000883314
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Numerical computation of optimal reduction of CO2-emissions for a simplified climate-economy model
Oberle, Hans Joachim; Storch, Hans von; Tahvonen, Olli - 1994
Persistent link: https://www.econbiz.de/10000898465
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Nonconvexities in stochastic control models : an analysis
Amman, Hans M.; Kendrick, David A. - 1992
Persistent link: https://www.econbiz.de/10000837647
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A stochastic principle with hard terminal conditions
Seierstad, Atle - 1991
Persistent link: https://www.econbiz.de/10000837666
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Permit banking and pareto optimality
Salmons, Roger - 1998
Persistent link: https://www.econbiz.de/10000168575
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Numerical solution of infinite-horizon optimal-control problems
Kunkel, Peter; Hagen, Oskar von dem - 1998
Persistent link: https://www.econbiz.de/10000673301
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Dynamic programming approach to infinite horizon deterministic continuous time control problems
Seierstad, Atle - 1997
Persistent link: https://www.econbiz.de/10000962926
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Discontinuous control systems
Seierstad, Atle (contributor); Stabrun, Sigve D. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003641059
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A tale of two debt crises : a stochastic optimal control analysis
Stein, Jerome L. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003641668
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A maximum principle for control problems with monotonicity constraints
Hellwig, Martin (contributor) - 2008
The paper develops a version of Pontryagin's maximum principle for optimal control problems with monotonicity constraints on control variables. Whereas the literature handles such constraints by imposing an assumption of piecewise smoothness on the control variable and treating the slope of this...
Persistent link: https://www.econbiz.de/10003730601