Stochastic control theory and operational research

DOI10.1016/0377-2217(84)90123-1zbMath0564.90030OpenAlexW2078113993MaRDI QIDQ1058450

Reinhard Neck

Publication date: 1984

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(84)90123-1

zbMATH Keywords

surveystochastic processesfinancestochastic systemsadvertisingproduction-inventory modelsinformation policy

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Operations research and management science (90B99)

Related Items

Applicable stochastic control: From theory to practice, Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives, Divergence of neighbouring optimal state trajectories of a dynamic system, Optimal control of nonlinear dynamic econometric models: an algorithm and an application, Joint pricing and quality decision model under stochastic reference quality effect, Linear-quadratic optimal control strategy for periodic-review inventory systems, Effective information for offline stochastic feedback and optimal control of dynamic systems, A dual control problem and application to marketing, Control theory applications to the production–inventory problem: a review, Enhancing supply chain performance with improved order-control policies, Effective Information in Offline Stochastic Feedback and Optimal Control of Dynamic Systems: Results and Applications, A multilevel approach for stochastic nonlinear optimal control

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• On using discrete random models within decision support systems
• Theory and applications of adaptive control - a survey
• Dynamic programming and stochastic control
• Optimal maintenance policy and planned sale date for a machine subject to deterioration and random failure
• Stochastic optimal control. The discrete time case
• Control theory and the dynamics of the firm. A survey
• Anwendungen des Maximumprinzips im Operations Research. II
• Stochastic diffusion models with advertising and word-of-mouth effects
• Inventory-production theory. A linear policy approach
• Sufficient statistics in the optimum control of stochastic systems
• On the stochastic maximum principle. Fixed time of control
• Optimization of stochastic systems. Topics in discrete-time systems
• Stochastic processes and filtering theory
• Finite state Markovian decision processes
• Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
• Optimal Control of Production Sequences: A Continuous Parameter Analysis
• State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
• Dual effect, certainty equivalence, and separation in stochastic control
• On-Line and Adaptive Optimum Advertising Control by a Diffusion Approximation
• Optimum Advertising and Goodwill under Uncertainty
• Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time
• A Mean Variance Approach to the Optimal Machine Maintenance and Replacement Problem
• On-off diffusion: onset and statistics
• Deterministic and stochastic optimization of a dynamic advertising model
• Optimal Advertising with Stochastic Demand
• Stochastic Production Planning with Production Constraints
• Contraction Mappings in the Theory Underlying Dynamic Programming
• Mathematical programming and the control of Markov chains†
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item