Dynamic Programming Under Uncertainty with a Quadratic Criterion Function

Cited in

(48)

A stochastic optimal control approach to a class of production and inventory problems
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Solution of a class of stochastic linear-convex control problems using deterministic equivalents
Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
Gaussian sum approximations in nonlinear filtering and control
Frequency-domain approach to the regulation of linear stochastic systems
The effect on optimal consumption on increased uncertainty in labor income in the multiperiod case
Applicable stochastic control: From theory to practice
Aggregate production planning by stochastic control
Drift instabilities and chaos in forecasting and adaptive decision theory
Computational aspects in applied stochastic control
A linear-quadratic Gaussian approach to dynamic information acquisition
A class of risk-sensitive noncooperative games
Optimal production mix
Risk matters: breaking certainty equivalence in linear approximations
Dynamic nonlinear modelization of operational supply chain systems
Discrete-time optimal control of an economic system using different objective functions
Bounds on the value of information in uncertain decision problems II
An improvement in possibilistic linear programming approach for imprecise production/transportation planning decisions
Multi-class dynamic inventory rationing with stochastic demands and backordering
Optimization of an Economic System Using Nonlinear Decomposition
On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
Bounds on the value of information in uncertain decision problems
Feedback control systems with low-frequency stochastic disturbances
Dynamic certainty equivalents in production smoothing theory
Simulation of linear decision rules
Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling
Evaluating dynamic efficiency by optimal control
Control: a perspective
scientific article; zbMATH DE number 1383465 (Why is no real title available?)
State space approach to the term structure of interest rates
Kalman 1960: the birth of modern system theory
Easy affine Markov decision processes
Separability, neutrality and certainty equivalence†
An approach to determine optimal policies for production—inventory systems†
Optimal adaptive control: A non-linear separation theorem†
Caution and probing in stochastic control†
Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
Optimale Prognosen und suffiziente Statistiken in quadratischen dynamischen Optimierungsproblemen
On optimization of sales, production and inventory using a stochastic model
C.A.s.S.a.n.D.r.A: Computerized AnalysiS for Supply ChAiN DistRibution Activity
Risk sensitive linear approximations
An overview of George Box's contributions to process monitoring and feedback adjustment
State estimation bias induced by optimization under uncertainty and error cost asymmetry is likely reflected in perception
Estimation and inference in distributional reinforcement learning
On the statistical origins of the learning curve
A classification system for economic stochastic control models
Stochastic control for economic models: past, present and the paths ahead

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