Resource allocation with stochastic optimal control approach

DOI10.1007/S10479-014-1653-ZMaRDI QIDQ291338zbMATHOpenAlexFDO

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

zbMATH Keywords

optimizationresource allocationstochasticdecision system

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Markov and semi-Markov decision processes (90C40)

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Cites work

• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
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• A dynamic stochastic programming model for international portfolio management
• Adaptive stock trading with dynamic asset allocation using reinforcement learning
• Dynamic Portfolio Optimization in Discrete-Time with Transaction Costs
• Neuro-dynamic trading methods
• On optimal portfolio choice under stochastic interest rates
• Portfolio selection with imperfect information: a hidden Markov model

Cited in

(9)

• Stochastic task selection and renewable resource allocation
• Resource allocation under uncertainty
• Resource planning and allocation problem under uncertain environment
• Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
• scientific article; zbMATH DE number 3932862 (Why is no real title available?)
• Optimal Resource Consumption Control with Interval Restrictions
• Optimal control of resources with allowance for innovations
• 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

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