Dynamic programming and stochastic control
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Publication:800282
zbMATH Open0549.93064MaRDI QIDQ800282FDOQ800282
Publication date: 1976
Published in: Mathematics in Science and Engineering (Search for Journal in Brave)
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- Collaboration in tool development and capacity investments in high technology manufacturing networks
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- Reward revision and the average reward Markov decision process
- On discrete-time Riccati-like matrix difference equations with random coefficients
- New dynamic programming models of fisheries management
- Cooperative equilibria in discounted stochastic sequential games
- On Markov policies for minimax decision processes
- Fuzzy dynamic programming: Main developments and applications
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- Choosing regulatory options when environmental costs are uncertain
- Information, persistence, and real business cycles
- Optimal strategies for a fishery model applied to utility functions
- Stockpiling under price uncertainty and storage capacity constraints
- Infinite-horizon minimax control with pointwise cost functional
- A two-stage dual suboptimal controller for stochastic systems using approximate moments
- Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval
- Stationary optimal control of a stochastic system with stable environmental interferences
- Comparison of adaptive controllers
- Theoretical developments in discrete-time control
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- The dynamic value of conjunctive storage of water
- On dynamic programming for sequential decision problems under a general form of uncertainty
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- Simple coalitional strategy profiles in repeated games
- On worst case design strategies
- Nonparametric adaptive control of discounted stochastic systems with compact state space
- Optimal dynamic load distribution in a class of flow-type flexible manufacturing systems
- Discrete-time stochastic adaptive control with small observation noise
- On the choice of weighting matrices in the minimum variance controller
- Estimation and control of large sparse systems
- A decomposition approach to suboptimal control of discrete‐time systems
- An explicit linear solution for the quadratic dynamic programming problem
- Optimal adaptive control of priority assignment in queueing systems
- Adaptive control of service in queueing systems
- Multi-period production control in a centralized fully flexible manufacturing system
- Properties of repetitive control of partially observed processes
- Some structured dynamic programs arising in economics
- Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances
- On repetitive control and the behaviour of a middle-aged consumer
- Adaptive control of discounted Markov decision chains
- Optimal management of replenishable resources in a predator-prey system with randomly fluctuating population
- Computational issues in a stochastic finite horizon one product recovery inventory model
- Risk-sensitive optimal investment policy
- Optimal pricing of a product with periodic enhancements
- Nonlinear Parabolic Equations Arising in Mathematical Finance
- Anwendungen des Maximumprinzips im Operations Research. I
- State-space approximation of multi-input multi-output systems with stochastic exogenous inputs
- An on-line procedure in discounted infinite-horizon stochastic optimal control
- A forecast horizon and a stopping rule for general Markov decision processes
- Density estimation and adaptive control of Markov processes: Average and discounted criteria
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- Value of information for a leader-follower partially observed Markov game
- Integration, participation and optimal control in water resources planning and management
- Some thoughts on rational expectations models, and alternate formulations
- Distributed asynchronous computation of fixed points
- Optimal claim behaviour for third-party liability insurances or To claim or not to claim: that is the question
- Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials
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- Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
- Production to order and off-line inspection when the production process is partially observable
- Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
- New structural properties of (\(s,S\)) policies for inventory models with lost sales
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- Stochastic programs without duality gaps
- Optimal admission pricing and service rate control of anM[x]/M/s queue with reneging
- Theoretical tools for understanding and aiding dynamic decision making
- Concepts and methods for discrete and continuous time control under uncertainty
- On the multistage Bayes classifier
- The principle and models of dynamic programming
- Integrated capacity and inventory management with capacity acquisition lead times
- Expectation dependence of random variables, with an application in portfolio theory
- On the best choice problem with random population size
- A lattice-theoretic approach to a class of dynamic games
- A class of risk-sensitive noncooperative games
- Retirement saving with contribution payments and labor income as a benchmark for investments
- Games against nature
- Connections between stochastic control and dynamic games
- Control of a production system with variable yield and random demand
- Dynamic Programming and Systems of Uncertain Duration
- The value-function of an infinite-horizon linear-quadratic problem
- Explicit results for a class of asset-selling problems
- An empirical study of policy convergence in Markov decision process value iteration
- A two-state partially observable Markov decision process with three actions
- State observation accuracy and finite-memory policy performance
- Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
- Suboptimal policy determination for large-scale Markov decision processes. II: Implementation and numerical evaluation
- Suboptimal policy determination for large-scale Markov decision processes. I: Description and bounds
- Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data
- Generalized predictive control. I: The basic algorithm
- Existence of optimal stationary policies in deterministic optimal control
- The solution of the infinite horizon tracking problem for discrete time system possessing an exogenous component
- Dynamic Programming Conditions for Partially Observable Stochastic Systems
- Prescribing transient and asymptotic behaviour to deterministic systems with stochastic initial conditions
- Optimal taxation in an RBC model: A linear-quadratic approach
- Control of distributed systems: tutorial and overview
- Optimal consumption dynamics with non-concave habit-forming utility
- Particle methods for stochastic optimal control problems
- Implicit dual control for general stochastic systems
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