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Livres sur le sujet « Optimal dividend control problem »

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Auteur : Grafiati

Publié le 11 mars 2023

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1

Shlomo, Ta'asan, et Institute for Computer Applications in Science and Engineering., dir. Multigrid one shot methods for optimal control problems, infinite dimensional control. Hampton, VA : Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 1994.

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2

The Ulam problem of optimal motion of line segments. New York : Optimization Software, Publications Division, 1985.

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3

Archibald, T. W. An optimal policy for a two depot inventory problem with stock transfer. Edinburgh : University of Edinburgh, Management School, 1994.

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4

C, Turner James, et Institute for Computer Applications in Science and Engineering., dir. Finite element approximation of an optimal control problem for the Von Karman equations. Hampton, Va : Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 1994.

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5

C, Turner James, et Institute for Computer Applications in Science and Engineering., dir. Finite element approximation of an optimal control problem for the Von Karman equations. Hampton, Va : Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 1994.

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6

Center, Langley Research, dir. Optimal control of unsteady stokes flow around a cylinder and the sensor/actuator placement problem. Hampton, Va : National Aeronautics and Space Administration, Langley Research Center, 1998.

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7

Center, Langley Research, dir. Optimal control of unsteady stokes flow around a cylinder and the sensor/actuator placement problem. Hampton, Va : National Aeronautics and Space Administration, Langley Research Center, 1998.

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8

1923-, Thompson Gerald Luther, dir. Optimal control theory : Applications to management science and economics. 2^e éd. Boston : Kluwer Academic Publishers, 2000.

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9

D, Moerder Daniel, Langley Research Center et United States. National Aeronautics and Space Administration. Scientific and Technical Information Branch., dir. Two time scale output feedback regulation for ill-conditioned systems. [Washington, D.C.] : National Aeronautics and Space Administration, Scientific and Technical Information Branch, 1986.

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10

A, Batterman, Sachs E. W et Institute for Computer Applications in Science and Engineering., dir. Approximation of the Newton step by a defect correction process. Hampton, VA : Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 1999.

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11

A, Batterman, Sachs E. W et Institute for Computer Applications in Science and Engineering., dir. Approximation of the Newton step by a defect correction process. Hampton, VA : Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 1999.

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12

United States. National Aeronautics and Space Administration., dir. Guidance of nonlinear nonminimum-phase dynamic systems : Performance report, period : 3/1/97 - 11/14/97, grant number : NAG 2-1042. [Washington, DC : National Aeronautics and Space Administration, 1997.

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13

United States. National Aeronautics and Space Administration., dir. Guidance of nonlinear nonminimum-phase dynamic systems : Performance report, period : 3/1/97 - 11/14/97, grant number : NAG 2-1042. [Washington, DC : National Aeronautics and Space Administration, 1997.

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14

United States. National Aeronautics and Space Administration., dir. Guidance of nonlinear nonminimum-phase dynamic systems : Performance report ; period : 3/1/96 - 2/28/97 ; grant number : NAG 2-1042. [Washington, DC : National Aeronautics and Space Administration, 1996.

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15

United States. National Aeronautics and Space Administration., dir. Guidance of nonlinear nonminimum-phase dynamic systems : Performance report ; period : 3/1/96 - 2/28/97 ; grant number : NAG 2-1042. [Washington, DC : National Aeronautics and Space Administration, 1996.

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16

Zaslavski, Alexander J. Structure of Solutions of Variational Problems. New York, NY : Springer New York, 2013.

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17

Ancot, J. P. Micro - QUALIFLEX : An Interactive Software Package for the Determination and Analysis of the Optimal Solution to Decision Problems. Springer, 2014.

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18

Ancot, J. P. Micro -- Qualiflex : An Interactive Software Package for the Determination and Analysis of the Optimal Solution to Decision Problems. J P Ancot, 2013.

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19

Sethi, Suresh P. Optimal Control Theory : Applications to Management Science and Economics. Springer International Publishing AG, 2022.

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20

Sethi, Suresh P. Optimal Control Theory : Applications to Management Science and Economics. Springer, 2018.

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21

Yoo, Seog Hwan. Asymptotic expansions for a nonlinear singularly perturbed optimal control problem with free final time. 1989.

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22

Schiess, David. Consumption and Portfolio Optimisation at the End of the Life-Cycle : A Combined Optimal Stopping (Annuitisation) and Optimal Control Problem (COSOCP). Suedwestdeutscher Verlag fuer Hochschulschriften, 2009.

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23

Thompson, Gerald L., et Suresh P. Sethi. Optimal Control Theory - Applications to Management Science and Economics (Second Edition). 2^e éd. Springer, 2000.

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24

Evtushenko, Yury, Vladimir Zubov et Anna Albu. Optimal control of thermal processes with phase transitions. LCC MAKS Press, 2021. http://dx.doi.org/10.29003/m2449.978-5-317-06677-2.

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The optimal control of the metal solidification process in casting is considered. Quality of the obtained detail greatly depends on how the crystallization process proceeds. It is known that to obtain a model of a good quality it is desirable that the phase interface would be as close as possible to a plane and that the speed of its motion would be close to prescribed. The proposed mathematical model of the crystallization process is based on a three dimensional two phase initial-boundary value problem of the Stefan type. The velocity of the mold in the furnace is used as the control. The control satisfying the technological requirements is determined by solving the posed optimal control problem. The optimal control problem was solved numerically using gradient optimization methods. The effective method is proposed for calculation of the cost functional gradient. It is based on the fast automatic differentiation technique and produces the exact gradient for the chosen approximation of the optimal control problem.

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25

Classical Mechanics with Calculus of Variations and Optimal Control Student Mathematical Library. American Mathematical Society, 2014.

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26

Optimal guidance law develpment for an advanced launch system. Hampton, Va : National Aeronautics and Space Administration, Langley Research Center, 1995.

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27

Guidance of nonlinear nonminimum-phase dynamic systems : Performance report, period : 3/1/97 - 11/14/97, grant number : NAG 2-1042. [Washington, DC : National Aeronautics and Space Administration, 1997.

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28

Cardaliaguet, Pierre, François Delarue, Jean-Michel Lasry et Pierre-Louis Lions. The Master Equation and the Convergence Problem in Mean Field Games. Princeton University Press, 2019. http://dx.doi.org/10.23943/princeton/9780691190716.001.0001.

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This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. The book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit. The book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics.

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29

Zaslavski, Alexander J. Structure of Solutions of Variational Problems. Springer, 2013.

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30

Numerical Optimization : Theoretical and Practical Aspects. Springer London, Limited, 2006.

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31

Numerical Optimization : Theoretical and Practical Aspects (Universitext). 2^e éd. Springer, 2006.

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32

Burachik, Regina S., D. Russell Luke, Heinz H. Bauschke, Henry Wolkowicz, Patrick L. Combettes et Veit Elser. Fixed-Point Algorithms for Inverse Problems in Science and Engineering. Springer, 2013.

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33

Tax administration : Continuing problems affect otherwise successful 1994 filing season : report to the Chairman, Subcommittee on Oversight, Committee on Ways and Means, House of Representatives. Washington, D.C : The Office, 1994.

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34

Prussing, John E. Second-Order Conditions. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198811084.003.0009.

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Second-order conditions for both parameter optimization problems and optimal control problems are analysed. A new conjugate point test procedure is discussed and illustrated. For an optimal control problem we will examine the second variation of the cost. The first variation subject to constraints provides first-order NC for a minimum of J. Second-order conditions provide SC a minimum.

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35

McDowall, David, Richard McCleary et Bradley J. Bartos. Interrupted Time Series Analysis. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190943943.001.0001.

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Interrupted Time Series Analysis develops a comprehensive set of models and methods for drawing causal inferences from time series. Example analyses of social, behavioural, and biomedical time series illustrate a general strategy for building AutoRegressive Integrated Moving Average (ARIMA) impact models. The classic Box-Jenkins-Tiao model-building strategy is supplemented with recent auxiliary tests for transformation, differencing and model selection. New developments, including Bayesian hypothesis testing and synthetic control group designs are described and their prospects for widespread adoption are discussed. Example analyses make optimal use of graphical illustrations. Mathematical methods used in the example analyses are explicated assuming only exposure to an introductory statistics course. Design and Analysis of Time Series Experiments (DATSE) and other appropriate authorities are cited for formal proofs. Forty completed example analyses are used to demonstrate the implications of model properties. The example analyses are suitable for use as problem sets for classrooms, workshops, and short-courses.

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