Narrow search
Showing 71 - 80 of 33,017
Cover Image
Management applications of modern control theory
Bensoussan, Alain; Hurst, E. Gerald; Näslund, Bertil - 1974
Persistent link: https://www.econbiz.de/10000091478
Cover Image
Dynamic programming approach to infinite horizon deterministic continuous time control problems
Seierstad, Atle - 1997
Persistent link: https://www.econbiz.de/10000962926
Cover Image
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
Cover Image
Optimality of deterministic policies for certain stochastic control problems with multiple criteria and constraints
Feinberg, Eugene A. - In: Mathematical control theory and finance, (pp. 137-148). 2008
Persistent link: https://www.econbiz.de/10003755590
Cover Image
Existence and Lipschitzian regularity for relaxed minimizers
Guerra, Manuel; Sarychev, Andrey - In: Mathematical control theory and finance, (pp. 231-250). 2008
Persistent link: https://www.econbiz.de/10003755611
Cover Image
Sufficient optimality conditions for a bang-bang trajectory in a Bolza problem
Poggiolini, Laura; Spadini, Marco - In: Mathematical control theory and finance, (pp. 337-357). 2008
Persistent link: https://www.econbiz.de/10003755894
Cover Image
A stochastic receding horizon control approach to constrained index tracking
Primbs, James A.; Sung, Chang Hwan - In: Asia-Pacific financial markets 15 (2008) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10003757432
Cover Image
Managerial planning : an optimum and stochastic control approach
Tapiero, Charles S. - 1977
Persistent link: https://www.econbiz.de/10000105948
Cover Image
A regularization method for the numerical solution of elliptic boundary control problems with pointwise state constraints
Tröltzsch, Fredi; Yousept, I. - In: Computational optimization and applications : an … 42 (2009) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10003810114