## Found 1,429 Documents (Results 1–100)

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### Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle. (English)Zbl 07556909

MSC:  93E20 60H30 49K27
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### Infinite horizon impulse control problem with jumps and continuous switching costs. (English)Zbl 07547346

MSC:  93E20 60G40 35R60
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### A numerical iterative method for solving two-point BVPs in infinite-horizon nonzero-sum differential games: economic applications. (English)Zbl 07538495

MSC:  65-XX 34-XX
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### LP-related representations of Cesàro and Abel limits of optimal value functions. (English)Zbl 07528651

MSC:  49N15 49K15 90C05
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### Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (English)Zbl 07525398

MSC:  91B50 91G15
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### Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory. (English)Zbl 07469385

MSC:  93E20 60H07 49N10
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### Infinite horizon BSDEs under consistent nonlinear expectations. (English)Zbl 07465712

MSC:  60H10 60H30
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### Minimum energy with infinite horizon: from stationary to non-stationary states. (English)Zbl 1478.93042

MSC:  93B05 93C35 93C05
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### Representation of filtration-consistent nonlinear expectation by $$g$$-expectation in general framework. (English)Zbl 07532224

MSC:  60H99 60H30 62-XX
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MSC:  62-XX
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### Some algorithms for the improvement of time-varying controllers on an infinite time horizon. (English. Russian original)Zbl 1483.93198

Autom. Remote Control 82, No. 12, 2097-2111 (2021); translation from Avtom. Telemekh. 2021, No. 12, 73-89 (2021).
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### Numerical solution of two-point BVPs in infinite-horizon optimal control theory: a combined quasilinearization method with exponential Bernstein functions. (English)Zbl 1483.49011

MSC:  49J15 49M05 65L03
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### Lack of equality between Abel and Cesàro limits in discrete optimal control and the implied duality gap. (English)Zbl 1482.49037

MSC:  49N15 40G10
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### Maximum principle for an optimal control problem with an asymptotic endpoint constraint. (English. Russian original)Zbl 07466401

Proc. Steklov Inst. Math. 315, Suppl. 1, S42-S54 (2021); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 27, No. 2, 35-48 (2021).
MSC:  49K15 91B62
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### Multi-lateral strategic bargaining without stationarity. (English)Zbl 1479.91142

MSC:  91B26 91A11
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### Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and Pareto solutions. (English)Zbl 1476.49010

MSC:  49J20 49M25 90C29
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### Strongly agreeable programs for the Robinson-Solow-Srinivasan mode. (English)Zbl 07428941

MSC:  49J21 91B62
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MSC:  49K15
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MSC:  49J21
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### Comments on the Bellman functional for linear time-delay systems. (English)Zbl 1475.49036

MSC:  49N05 93C05 93C43
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### Equilibrium control of a class of time-inconsistent optimal control problems with infinite horizon. (Chinese. English summary)Zbl 07404197

MSC:  49J21 49N90
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### Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients. (English)Zbl 1467.93340

MSC:  93E20 60H10 49N10
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### Transformed orthogonal functions for solving infinite horizon fractional optimal control problems. (English)Zbl 1466.49020

MSC:  49K10 90C30
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### Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs. (English)Zbl 1469.60201

MSC:  60H10 60H15
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### Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon. (English)Zbl 1461.93550

MSC:  93E20 49N10 91G05
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### Control and system theory of discrete-time stochastic systems. (English)Zbl 1478.93005

Communications and Control Engineering. Cham: Springer (ISBN 978-3-030-66951-5/hbk; 978-3-030-66952-2/ebook). xxix, 923 p. (2021).
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### A new approach for solving infinite horizon optimal control problems using Laguerre functions and Ritz spectral method. (English)Zbl 07476008

MSC:  76M22 49J15 33C45
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MSC:  91B64
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### Pseudospectral method for fractional infinite horizon optimal control problems. (English)Zbl 1468.49033

MSC:  49M37 90C30
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### Pontryagin’s principle for a class of discrete time infinite horizon optimal growth problems. (English)Zbl 1471.49018

Tenreiro Machado, J. A. (ed.) et al., Mathematical modelling and optimization of engineering problems. Selected papers based on the presentations at the international conference on applied mathematics in engineering, ICAME’18, Burhaniye, Turkey, June 27–29, 2018. Cham: Springer. Nonlinear Syst. Complex. 30, 51-69 (2020).
MSC:  49K21 91B32 91B64
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### A nonintersection property for solutions of discrete time optimal control problems. (English)Zbl 1462.49042

MSC:  49J99 91B55
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MSC:  91G15
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### Technical note – cyclic variables and Markov decision processes. (English)Zbl 1457.90169

MSC:  90C40 90C39
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### Turnpike theory for the Robinson-Solow-Srinivasan model. (English)Zbl 1465.49001

Springer Optimization and Its Applications 166. Cham: Springer (ISBN 978-3-030-60306-9/hbk; 978-3-030-60309-0/pbk; 978-3-030-60307-6/ebook). x, 442 p. (2020).
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### Systems of ergodic BSDEs arising in regime switching forward performance processes. (English)Zbl 1461.60057

MSC:  60H30 91G10 93E20
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### Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon. (English)Zbl 1448.93343

MSC:  93E20 49N10 93C05
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### Averaging method in problems of optimal control over impulsive systems. (English. Ukrainian original)Zbl 1460.49024

J. Math. Sci., New York 247, No. 2, 314-327 (2020); translation from Neliniĭni Kolyvannya 22, No. 1, 86-97 (2019).
MSC:  49N25 49K15 34H05
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### Synthesis and generalization of structural results in inventory management: a generalized convexity property. (English)Zbl 1440.90001

MSC:  90B05 90B06
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### Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions. (English)Zbl 1470.91194

MSC:  91B70 60H15 49L25
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### Ehrenfests’ wind-tree model is dynamically richer than the Lorentz gas. (English)Zbl 1445.82007

MSC:  82C21 82C05
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### Infinite horizon dynamic games: a new approach via information updating. (English)Zbl 1457.91092

Petrosyan, Leon A. (ed.) et al., Game theoretic analysis. Part. 1. Non-cooperative games and equilibrium analysis. Part 2. Cooperative games and axiomatic values. Hackensack, NJ: World Scientific. 69-91 (2020).
MSC:  91A25 91A20
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### Optimal control problem of a metronomic chemotherapy. (English)Zbl 07223009

Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 12th international conference, LSSC 2019, Sozopol, Bulgaria, June 10–14, 2019. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 11958, 40-47 (2020).
MSC:  65-XX 49-XX 92-XX
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### Infinite horizon optimal control of non-convex problems under state constraints. (English)Zbl 1465.49011

Maruyama, Toru (ed.), Advances in mathematical economics. Vol. 23. Singapore: Springer. Adv. Math. Econ. 23, 41-83 (2020).
MSC:  49J45 35F21 49Q12
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### On sufficient optimality conditions for infinite horizon optimal control problems. (English. Russian original)Zbl 1440.49007

Proc. Steklov Inst. Math. 308, 56-66 (2020); translation from Tr. Mat. Inst. Steklova 308, 65-75 (2020).
MSC:  49J21 90C46
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### Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in $$p$$th moment and stability. (English)Zbl 1461.65007

MSC:  65C30 60H10
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### Weighted averages-based algorithm for a numerical solution of an infinite horizon optimal control problem with discoutning in discrete time. (English)Zbl 1459.49018

MSC:  49M29 93C55
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### On the optimality of linear signaling to deceive Kalman filters over finite/infinite horizons. (English)Zbl 1446.91028

Alpcan, Tansu (ed.) et al., Decision and game theory for security. 10th international conference, GameSec 2019, Stockholm, Sweden, October 30 – November 1, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11836, 459-478 (2019).
MSC:  91A28 91A65 90C22
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### Another view of the maximum principle for infinite-horizon optimal control problems in economics. (English. Russian original)Zbl 1480.49022

Russ. Math. Surv. 74, No. 6, 963-1011 (2019); translation from Usp. Mat. Nauk 74, No. 6, 3-54 (2019).
MSC:  49K15 91B62
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### Infinite horizon differential games with asymmetric information. (English)Zbl 1431.91040

MSC:  91A23 91A27 91A05
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### Stochastic HJB equations and regular singular points. (English)Zbl 1427.93278

Yin, George (ed.) et al., Modeling, stochastic control, optimization, and applications. Selected papers based on invited talks given at the IMA workshop in modeling, stochastic control, optimization, and related applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA, May 1 – June 30, 2018. Cham: Springer. IMA Vol. Math. Appl. 164, 351-368 (2019).
MSC:  93E20 60H15
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### Problems in the calculus of variations on unbounded intervals. Fourier-Laguerre analysis and approximations. (English)Zbl 1427.49019

MSC:  49K05 49K27 49M25
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### Lipschitz continuity of the value function for the infinite horizon optimal control problem under state constraints. (English)Zbl 1427.49011

Alabau-Boussouira, Fatiha (ed.) et al., Trends in control theory and partial differential equations. Cham: Springer. Springer INdAM Ser. 32, 17-38 (2019).
MSC:  49J45
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MSC:  49K05
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### Linear quadratic Pareto game of the stochastic systems in infinite horizon. (English)Zbl 1425.91050

MSC:  91A15 91A23 93E20
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### Optimal and Sub-optimal feedback controls for biogas production. (English)Zbl 1425.49020

J. Optim. Theory Appl. 183, No. 2, 642-670 (2019); erratum ibid. 186, No. 3, 1053-1055 (2020).
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### Infinite horizon average cost dynamic programming subject to total variation distance ambiguity. (English)Zbl 1421.93148

MSC:  93E20 90C39 90C47
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### LP formulations of discrete Time long-run average optimal control problems: the nonergodic case. (English)Zbl 1420.49036

SIAM J. Control Optim. 57, No. 3, 1783-1817 (2019); erratum ibid. 60, No. 2, 1190-1192 (2022).
MSC:  49N15 49M29 93C55
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### Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem. (English. Russian original)Zbl 1423.49025

Proc. Steklov Inst. Math. 304, 110-123 (2019); translation from Tr. Mat. Inst. Steklova 304, 123-136 (2019).
MSC:  49L20
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### Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem. (English)Zbl 1419.49018

MSC:  49J40 49K15 46N10
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### Optimal control problems arising in forest management. (English)Zbl 1427.49001

SpringerBriefs in Optimization. Cham: Springer (ISBN 978-3-030-23586-4/pbk; 978-3-030-23587-1/ebook). viii, 136 p. (2019).
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### Infinite horizon cancer treatment model with isoperimetrical constraint: existence of optimal solutions and numerical analysis. (English)Zbl 1420.92051

MSC:  92C50 49N90
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### Linear programming formulation of long-run average optimal control problem. (English)Zbl 1417.49028

MSC:  49K21 49N15 90C05
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### Economic foundations for finance. From Main Street to Wall Street. (English)Zbl 1430.91004

Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-05425-0/hbk; 978-3-030-05427-4/ebook). xi, 178 p. (2019).
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MSC:  93E20
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### Financial segmentation and collateralized debt in infinite-horizon economies. (English)Zbl 1419.91449

MSC:  91B50 91G99
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### Saddle-point equilibrium sequence in one class of singular infinite horizon zero-sum linear-quadratic differential games with state delays. (English)Zbl 1411.91104

MSC:  91A23 91A05
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### Infinite horizon reflected backward stochastic differential equations with Markov chains. (English)Zbl 07416451

MSC:  62-XX 60H10 60J28
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