Add to ORKGThis dissertation analysis a monopoly firm model by use of dynamic programming. A general result is obtained for the deterministic version of the model and then a similar result is obtained for the two stage stochastic problem. The general results for the stochastic version are indicated
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
A heuristic algorithm is proposed for a class of stochastic discrete-time continuous-variable dynami...
This paper develops a new method for constructing approximate solutions to discrete time, infinite h...
This dissertation analysis a monopoly firm model by use of dynamic programming. A general result is ...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
Two failures of the dynamic programming (DP) approach to the stochastic optimal control problem are ...
2017-07-19Dynamic programming has become a common method in practice in solving optimization problem...
This book explores discrete-time dynamic optimization and provides a detailed introduction to both d...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of a...
This course covers the basic models and solution techniques for problems of sequential decision maki...
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study ar...
We consider a portfolio optimization problem which is formulated as a stochastic control problem. Ri...
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time....
This text gives a comprehensive coverage of how optimization problems involving decisions and uncert...
Stochastic Control Theory is concerned with the control of dynamical systems which are random in som...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
A heuristic algorithm is proposed for a class of stochastic discrete-time continuous-variable dynami...
This paper develops a new method for constructing approximate solutions to discrete time, infinite h...
This dissertation analysis a monopoly firm model by use of dynamic programming. A general result is ...
Abstract. The stochastic versions of classical discrete optimal control problems are formulated and ...
Two failures of the dynamic programming (DP) approach to the stochastic optimal control problem are ...
2017-07-19Dynamic programming has become a common method in practice in solving optimization problem...
This book explores discrete-time dynamic optimization and provides a detailed introduction to both d...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of a...
This course covers the basic models and solution techniques for problems of sequential decision maki...
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study ar...
We consider a portfolio optimization problem which is formulated as a stochastic control problem. Ri...
We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time....
This text gives a comprehensive coverage of how optimization problems involving decisions and uncert...
Stochastic Control Theory is concerned with the control of dynamical systems which are random in som...
Multistage stochastic optimization aims at finding optimal decision strategies in situations where t...
A heuristic algorithm is proposed for a class of stochastic discrete-time continuous-variable dynami...
This paper develops a new method for constructing approximate solutions to discrete time, infinite h...