Köbis, Elisabeth (ed.); Sarychev, Andrey (ed.); Tchemisova, Tatiana (ed.); Weber, Gerhard-Wilhelm (ed.) Editorial. (English) Zbl 07606159 Optimization 71, No. 11, 3077-3081 (2022). MSC: 00Bxx 90Cxx 49-XX PDFBibTeX XMLCite \textit{E. Köbis} (ed.) et al., Optimization 71, No. 11, 3077--3081 (2022; Zbl 07606159) Full Text: DOI
Savku, E.; Weber, G.-W. Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market. (English) Zbl 1492.91339 Ann. Oper. Res. 312, No. 2, 1171-1196 (2022). MSC: 91G10 91A15 91A80 49L20 93E20 PDFBibTeX XMLCite \textit{E. Savku} and \textit{G. W. Weber}, Ann. Oper. Res. 312, No. 2, 1171--1196 (2022; Zbl 1492.91339) Full Text: DOI
Hamidoğlu, A.; Taghiyev, M. H.; Weber, G. W. On building two-player games with treatment schedules for the SIR model. (English) Zbl 1486.92230 Azerb. J. Math. 11, No. 2, 183-195 (2021). MSC: 92D30 91A05 91A24 91A80 49N75 PDFBibTeX XMLCite \textit{A. Hamidoğlu} et al., Azerb. J. Math. 11, No. 2, 183--195 (2021; Zbl 1486.92230) Full Text: Link
Yılmaz, Fikriye; Öz Bakan, Hacer; Weber, Gerhard-Wilhelm Strong-order conditions of Runge-Kutta method for stochastic optimal control problems. (English) Zbl 07236015 Appl. Numer. Math. 157, 470-489 (2020). MSC: 65Kxx 49Mxx 49Jxx PDFBibTeX XMLCite \textit{F. Yılmaz} et al., Appl. Numer. Math. 157, 470--489 (2020; Zbl 07236015) Full Text: DOI
Savku, Emel; Weber, Gerhard-Wilhelm A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance. (English) Zbl 1402.93269 J. Optim. Theory Appl. 179, No. 2, 696-721 (2018). MSC: 93E20 49K45 91G80 60J75 60H10 60H15 PDFBibTeX XMLCite \textit{E. Savku} and \textit{G.-W. Weber}, J. Optim. Theory Appl. 179, No. 2, 696--721 (2018; Zbl 1402.93269) Full Text: DOI
Yılmaz, Fikriye; Öz, Hacer; Weber, Gerhard-Wilhelm Simulation of stochastic optimal control problems with symplectic partitioned Runge-Kutta scheme. (English) Zbl 1332.93385 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 22, No. 6, 425-440 (2015). MSC: 93E20 49M15 49M25 65C20 PDFBibTeX XMLCite \textit{F. Yılmaz} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 22, No. 6, 425--440 (2015; Zbl 1332.93385) Full Text: Link
Tchemisova, Tatiana (ed.); Freitas, Adelaide (ed.); Plakhov, Alexander (ed.); Weber, Gerhard-Wilhelm (ed.) Special issue: Optimization in the natural sciences. (English) Zbl 1315.00126 Optimization 64, No. 6, 1363-1365 (2015). MSC: 00B25 49-06 PDFBibTeX XMLCite \textit{T. Tchemisova} (ed.) et al., Optimization 64, No. 6, 1363--1365 (2015; Zbl 1315.00126) Full Text: DOI
Temoçin, Büşra Zeynep; Weber, Gerhard-Wilhelm Optimal control of stochastic hybrid system with jumps: a numerical approximation. (English) Zbl 1320.93093 J. Comput. Appl. Math. 259 B, 443-451 (2014). MSC: 93E20 60J75 65C30 49M30 PDFBibTeX XMLCite \textit{B. Z. Temoçin} and \textit{G.-W. Weber}, J. Comput. Appl. Math. 259, Part B, 443--451 (2014; Zbl 1320.93093) Full Text: DOI
Kalayci, E.; Gaygisiz, E.; Weber, G.-W. A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS. (English) Zbl 1334.60120 Optimization 63, No. 12, 1817-1835 (2014). MSC: 60H30 60H10 60J65 60C05 90C15 93E20 49K45 91G80 91G10 91G20 65C05 PDFBibTeX XMLCite \textit{E. Kalayci} et al., Optimization 63, No. 12, 1817--1835 (2014; Zbl 1334.60120) Full Text: DOI
Azevedo, N.; Pinheiro, D.; Weber, G.-W. Dynamic programming for a Markov-switching jump-diffusion. (English) Zbl 1293.49055 J. Comput. Appl. Math. 267, 1-19 (2014). MSC: 49L20 93E20 60J75 91G10 PDFBibTeX XMLCite \textit{N. Azevedo} et al., J. Comput. Appl. Math. 267, 1--19 (2014; Zbl 1293.49055) Full Text: DOI
Akhmet, M. U.; Kirane, M.; Tleubergenova, M. A.; Weber, G. W. Control and optimal response problems for quasilinear impulsive integrodifferential equations. (English) Zbl 1259.49037 Eur. J. Oper. Res. 169, No. 3, 1128-1147 (2006). MSC: 49K99 93B05 93C57 PDFBibTeX XMLCite \textit{M. U. Akhmet} et al., Eur. J. Oper. Res. 169, No. 3, 1128--1147 (2006; Zbl 1259.49037) Full Text: DOI
Weber, Gerhard-Wilhelm Generalized semi-infinite optimization: theory and applications in optimal control and discrete optimization. (English) Zbl 1079.90609 J. Stat. Manag. Syst. 5, No. 1-3, 359-388 (2002). MSC: 90C34 49M37 90C48 49K40 PDFBibTeX XMLCite \textit{G.-W. Weber}, J. Stat. Manag. Syst. 5, No. 1--3, 359--388 (2002; Zbl 1079.90609) Full Text: DOI
Kropat, E.; Rössler, A.; Pickl, St. W.; Weber, G.-W. On theoretical and practical relations between discrete optimization and nonlinear optimization. (English) Zbl 1033.90136 Vychisl. Tekhnol. 7, Spec. Iss., 27-62 (2002). MSC: 90C34 05C20 49J15 PDFBibTeX XMLCite \textit{E. Kropat} et al., Vychisl. Tekhnol. 7, 27--62 (2002; Zbl 1033.90136)
Pickl, Stefan; Weber, G.-W. A note on a time-discrete dynamical system and transversal structures. (English) Zbl 1017.49030 Vychisl. Tekhnol. 7, Spec. Iss., 78-86 (2002). Reviewer: V.Grebenev (Novosibirsk) MSC: 49N90 90C05 91A50 65K10 92D40 93D99 PDFBibTeX XMLCite \textit{S. Pickl} and \textit{G. W. Weber}, Vychisl. Tekhnol. 7, 78--86 (2002; Zbl 1017.49030)
Weber, Gerhard-Wilhelm On the topology of generalized semi-infinite optimization. (English) Zbl 1040.90043 J. Convex Anal. 9, No. 2, 665-691 (2002). Reviewer: Oliver Stein (Aachen) MSC: 90C34 90C31 90-02 05C20 49J15 PDFBibTeX XMLCite \textit{G.-W. Weber}, J. Convex Anal. 9, No. 2, 665--691 (2002; Zbl 1040.90043)
Pickl, St.; Weber, G.-W. Optimization of a time-discrete nonlinear dynamical system from a problem of ecology. An analytical and numerical approach. (English) Zbl 1016.91014 Vychisl. Tekhnol. 6, No. 1, 43-51 (2001). Reviewer: V.Grebenev (Novosibirsk) MSC: 91A50 93C55 49K10 92D40 PDFBibTeX XMLCite \textit{St. Pickl} and \textit{G. W. Weber}, Vychisl. Tekhnol. 6, No. 1, 43--51 (2001; Zbl 1016.91014)
Kropat, E.; Pickl, St.; Rössler, A.; Weber, G.-W. A new algorithm from semi-infinite optimization for a problem of time-minimum control. (English) Zbl 1022.49024 Vychisl. Tekhnol. 5, No. 4, 67-81 (2000). Reviewer: V.Grebenev (Novosibirsk) MSC: 49M30 90C34 65K10 90C05 49J20 49J35 PDFBibTeX XMLCite \textit{E. Kropat} et al., Vychisl. Tekhnol. 5, No. 4, 67--81 (2000; Zbl 1022.49024)
Pickl, St.; Weber, G.-W. An algorithmic approach by linear programming problems in generalized semi-infinite optimization. (Russian) Zbl 0955.90140 Vychisl. Tekhnol. 5, No. 3, 62-82 (2000). Reviewer: V.Grebenev (Novosibirsk) MSC: 90C34 90C05 49J35 65K05 PDFBibTeX XMLCite \textit{St. Pickl} and \textit{G. W. Weber}, Vychisl. Tekhnol. 5, No. 3, 62--82 (2000; Zbl 0955.90140)
Weber, G.-W. Optimal control theory on the global structure and connections with optimization. I. (English) Zbl 0930.49014 Vychisl. Tekhnol. 4, No. 2, 3-25 (1999). MSC: 49K40 58E25 PDFBibTeX XMLCite \textit{G. W. Weber}, Vychisl. Tekhnol. 4, No. 2, 3--25 (1999; Zbl 0930.49014)
Weber, Gerhard-W. On the topology of parametric optimal control. (English) Zbl 0923.49005 J. Aust. Math. Soc., Ser. B 39, No. 4, 463-497 (1998). Reviewer: D.Silin (Berkeley) MSC: 49J15 34H05 93C15 58E05 PDFBibTeX XMLCite \textit{G.-W. Weber}, J. Aust. Math. Soc., Ser. B 39, No. 4, 463--497 (1998; Zbl 0923.49005) Full Text: DOI
Weber, Gerhard-Wilhelm Minimization of a max-type function: Characterization of structural stability. (English) Zbl 0843.90117 Guddat, Jürgen (ed.) et al., Parametric optimization and related topics. III. Proceedings of the 3rd conference held in Güstrow, Germany, August 30 - September 5, 1991. Frankfurt am Main: Peter Lang Verlag. Approximation Optimization. 3, 519-538 (1993). MSC: 90C31 49J52 90C30 PDFBibTeX XMLCite \textit{G.-W. Weber}, in: Parametric optimization and related topics. III. Proceedings of the 3rd conference held in Güstrow, Germany, August 30 - September 5, 1991. Frankfurt am Main: Peter Lang Verlag. 519--538 (1993; Zbl 0843.90117)