Resource allocation with stochastic optimal control approach
From MaRDI portal
Publication:291338
DOI10.1007/S10479-014-1653-ZzbMATH Open1337.90078OpenAlexW2325963248MaRDI QIDQ291338FDOQ291338
Authors: Haleh Valian, Mohsen A. Jafari, Davood Golmohammadi 
Publication date: 7 June 2016
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-014-1653-z
Recommendations
- Model Predictive Control for Stochastic Resource Allocation
- Optimal control in the allocation of an indivisible resource
- Stochastic nonlinear resource allocation problem
- Optimal resource allocation for stochastic systems performance optimisation of control tasks undergoing stochastic execution times
- Optimal control for resource allocation in discrete event systems
- Two-level hierarchical control for stochastic optimal resource allocation†
- scientific article; zbMATH DE number 4033574
- Scenario-based stochastic resource allocation with uncertain probability parameters
- scientific article; zbMATH DE number 3932862
Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Markov and semi-Markov decision processes (90C40)
Cites Work
- A dynamic stochastic programming model for international portfolio management
- Title not available (Why is that?)
- Title not available (Why is that?)
- Neuro-dynamic trading methods
- Adaptive stock trading with dynamic asset allocation using reinforcement learning
- Portfolio selection with imperfect information: a hidden Markov model
- Title not available (Why is that?)
- Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs
- On optimal portfolio choice under stochastic interest rates
Cited In (9)
- Resource planning and allocation problem under uncertain environment
- Optimal Resource Consumption Control with Interval Restrictions
- Title not available (Why is that?)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- Solution of one problem of resource allocation in real-time automated control system in the presence of uncertain factors
- Formulation and solution of an optimal control problem for industrial project control
- Stochastic task selection and renewable resource allocation
- Resource allocation under uncertainty
- Optimal control of resources with allowance for innovations
This page was built for publication: Resource allocation with stochastic optimal control approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q291338)
