## Found 630 Documents (Results 1–100)

100
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### Linear-quadratic optimal control for discrete-time stochastic descriptor systems. (English)Zbl 07538980

MSC:  49N10 93E20
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MSC:  94Cxx
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MSC:  62J05
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### LF-ACO: an effective formation path planning for multi-mobile robot. (English)Zbl 1485.93402

MSC:  93C85 93A16 90C59
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### System reliability analyses of static and dynamic structures via direct probability integral method. (English)Zbl 07442810

MSC:  74-XX 90-XX
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MSC:  65M75
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MSC:  90Bxx
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### On properties of one functional used in software constructions for solving differential games. (Russian. English summary)Zbl 1483.49051

MSC:  49N70 90C39
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### Modeling and computation of mean field game with compound carbon abatement mechanisms. (English)Zbl 1476.35283

MSC:  35Q91 49L20 65L60
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### Time-consistent multiperiod mean semivariance portfolio selection with the real constraints. (English)Zbl 1476.91164

MSC:  91G10 90C39
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### A separation based optimization approach to dynamic maximal covering location problems with switched structure. (English)Zbl 1474.90247

MSC:  90B80 90C10 90C30
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### Optimization of source parameters in multipoint nonseparated conditions for linear dynamical systems. (English. Russian original)Zbl 1468.49002

Comput. Math. Math. Phys. 61, No. 4, 512-526 (2021); translation from Zh. Vychisl. Mat. Mat. Fiz. 61, No. 4, 539-554 (2021).
MSC:  49J15 49N45 90C39
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### Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs. (English)Zbl 1465.90115

MSC:  90C39 90C05 90C35
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### Optimal investment-reinsurance policy with regime switching and value-at-risk constraint. (English)Zbl 1476.91135

MSC:  91G05 93E20 91G60
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### Berge and Nash equilibria in a linear-quadratic differential game. (English. Russian original)Zbl 1457.91088

Autom. Remote Control 81, No. 11, 2108-2131 (2020); translation from Mat. Teor. Igr Prilozh. 9, No. 1, 62-94 (2017).
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### A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices. (English)Zbl 1476.65080

MSC:  65H17 93C30 49L20
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### An optimal investment and voluntary retirement choice problem with subsistence consumption constraints under inflation. (Chinese. English summary)Zbl 1449.91120

MSC:  91G10 91B42 90C39
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### An improved total variation regularized RPCA for moving object detection with dynamic background. (English)Zbl 1449.90295

MSC:  90C25 90C90 65K10
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### Joint optimization of dynamic pricing and lot-sizing decisions with nonlinear demands: theoretical and computational analysis. (English)Zbl 1458.90013

MSC:  90B05 90B30 91B24
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### Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. (English)Zbl 1431.91361

MSC:  91G10 49L20 93E20
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### A Monte Carlo approach to American options pricing including counterparty risk. (English)Zbl 07474732

MSC:  91G60 91G40
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MSC:  68Txx
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### Adaptive optimal control for a class of nonlinear systems with dead zone input and prescribed performance. (Chinese. English summary)Zbl 1449.93108

MSC:  93C10 93C40 93C42
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### On optimal retention of the trajectory of discrete stochastic system in tube. (English. Russian original)Zbl 1431.93061

Autom. Remote Control 80, No. 1, 30-42 (2019); translation from Avtom. Telemekh. 2019, No. 1, 38-53 (2019).
MSC:  93E20 93C95 90C39
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### Solving hardware/software partitioning via a discrete dynamic convexized method. (English)Zbl 1449.90291

MSC:  90C25 90C10
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### Multiperiod mean-absolute deviation credibility portfolio optimization with chance constraint. (Chinese. English summary)Zbl 1449.91139

MSC:  91G10 90C39
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### Solutions of semi-Markov control models with recursive discount rates and approximation by $$\epsilon$$-optimal policies. (English)Zbl 1449.93263

MSC:  93E20 93C55 49L20
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### A subgradient algorithm with dynamic step sizes. (Chinese. English summary)Zbl 1438.90265

MSC:  90C25 65K05

### The new approach for dynamic optimization with variability constraints. (English)Zbl 1421.90157

Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization WCO 2017, Prague, Czech Republic, September 3–6, 2017. Cham: Springer. Stud. Comput. Intell. 795, 35-46 (2019).
MSC:  90C39
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### Global closed-form approximation of free boundary for optimal investment stopping problems. (English)Zbl 1420.49031

MSC:  49L20 90C46
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### A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model. (English)Zbl 1419.49033

MSC:  49L20 49K15 45J05 91B30
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### Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection. (English)Zbl 1438.91139

MSC:  91G10 90C15 90C39
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### Optimal human navigation in steep terrain: a Hamilton-Jacobi-Bellman approach. (English)Zbl 1417.49033

MSC:  49L20 34H05 35F21
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MSC:  90Bxx
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MSC:  00-XX
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### An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach. (English)Zbl 07394633

MSC:  91G10 49L20 60H30
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### An adaptive max-plus eigenvector method for continuous time optimal control problems. (English)Zbl 1416.49028

Falcone, Maurizio (ed.) et al., Numerical methods for optimal control problems. Proceedings of the workshop, Rome, Italy, June 19–23, 2017. Cham: Springer. Springer INdAM Ser. 29, 211-240 (2018).
MSC:  49M25 49L20
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### Exact algorithm for solving knapsack problem with a single continuous variable. (Chinese. English summary)Zbl 1424.90226

MSC:  90C27 90C39

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### On the solution of a system of Hamilton-Jacobi equations of special form. (English. Russian original)Zbl 1432.35048

Proc. Steklov Inst. Math. 301, Suppl. 1, S103-S114 (2018); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 23, No. 1, 158-170 (2017).
MSC:  35F21 35F50 49L20
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### Heuristic Hungarian method to solve the traveling salesman problem. (Chinese. English summary)Zbl 1413.90229

MSC:  90C27 90C59 90C39

### New efficient algorithms for multiple change-point detection with reproducing kernels. (English)Zbl 1469.62032

MSC:  62-08 62G05 62P10
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### Evaluation of counterparty risk for derivatives with early-exercise features. (English)Zbl 1401.91544

MSC:  91G40 91G60 91G20
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### Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion. (English. Russian original)Zbl 1391.93291

Autom. Remote Control 79, No. 2, 203-215 (2018); translation from Avtom. Telemekh. 2018, No. 2, 3-18 (2018).
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### Parallel cyclic reduction strategies for linear systems that arise in dynamic optimization problems. (English)Zbl 1402.90202

MSC:  90C39 90C51
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### A variational inequality formulation for designing a multi-echelon, multi-product supply chain network in a competitive environment. (English)Zbl 1390.90536

MSC:  90C33 91A10 90C90
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### Martingale optimal transport with stopping. (English)Zbl 1405.60053

MSC:  60G40 93E20
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### Multiperiod credibilitic mean semi-absolute deviation portfolio selection. (English)Zbl 1398.91558

MSC:  91G10 90C39
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### On the dynamic problem of computing generators of a polyhedral cone. (Russian. English summary)Zbl 1398.65075

MSC:  65F30 15A39 65K05 90C39
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### How to solve dynamic stochastic models computing expectations just once. (English)Zbl 1410.91334

MSC:  91B55 65C50
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### The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks. (English)Zbl 1396.90095

MSC:  90C39 90-08
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### Pricing of the corporate debt with capital reorganization and optimal default boundary. (Chinese. English summary)Zbl 1399.91133

MSC:  91G50 90C39
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### Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization. (English)Zbl 1458.90492

MSC:  90C15 90C11
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### Berge and Nash equilibrium in a linear-quadratic differential game. (Russian. English summary)Zbl 1405.91049

Mat. Teor. Igr Prilozh. 9, No. 1, 62-94 (2017); translation in Autom. Remote Control 81, No. 11, 2108-2131 (2020).
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### A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints. (English)Zbl 1386.91128

MSC:  91G10 93E20
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### An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints. (English)Zbl 1376.91153

MSC:  91G10 90C39
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### A semismooth Newton method for a kind of HJB equation. (English)Zbl 1375.49041

MSC:  49M15 49L20
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### Design of optimal strategies in the problems of discrete system control by the probabilistic criterion. (English. Russian original)Zbl 1370.93314

Autom. Remote Control 78, No. 6, 1006-1027 (2017); translation from Avtom. Telemekh. 2017, No. 6, 57-83 (2017).
MSC:  93E20 93C55 90C39
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### Online identifier-actor-critic algorithm for optimal control of nonlinear systems. (English)Zbl 1370.49021

MSC:  49L20 90C39 93B40 93C10 93C55 92B20
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### Decomposition methods for a spatial model for long-term energy pricing problem. (English)Zbl 1359.90168

MSC:  90C90 65K05 90C39 90-08 90B30 91B25
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### Portfolio selection based on a benchmark process with dynamic value-at-risk constraints. (English)Zbl 1410.91436

MSC:  91G10 90C39 91G70
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