Pages that link to "Item:Q800282"

The following pages link to Dynamic programming and stochastic control (Q800282):

Displaying 50 items.

• Information, persistence, and real business cycles (Q1121760) (← links)
• Stationary optimal control of a stochastic system with stable environmental interferences (Q1142990) (← links)
• Monotone control laws for noisy, countable-state Markov chains (Q1145071) (← links)
• Comparison of adaptive controllers (Q1150341) (← links)
• The dynamic value of conjunctive storage of water (Q1156690) (← links)
• Anwendungen des Maximumprinzips im Operations Research. I (Q1168211) (← links)
• Stockpiling under price uncertainty and storage capacity constraints (Q1169392) (← links)
• Optimal dynamic load distribution in a class of flow-type flexible manufacturing systems (Q1183615) (← links)
• Discrete-time stochastic adaptive control with small observation noise (Q1188291) (← links)
• Multi-period production control in a centralized fully flexible manufacturing system (Q1197922) (← links)
• Properties of repetitive control of partially observed processes (Q1202463) (← links)
• Some structured dynamic programs arising in economics (Q1202474) (← links)
• On repetitive control and the behaviour of a middle-aged consumer (Q1207060) (← links)
• Finite-horizon optimal control with pointwise cost functional (Q1207816) (← links)
• On the choice of weighting matrices in the minimum variance controller (Q1263564) (← links)
• Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) (← links)
• Choosing regulatory options when environmental costs are uncertain (Q1266559) (← links)
• Explicit results for a class of asset-selling problems (Q1303546) (← links)
• Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data (Q1305773) (← links)
• The principle and models of dynamic programming (Q1320413) (← links)
• Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval (Q1321248) (← links)
• Infinite-horizon minimax control with pointwise cost functional (Q1321378) (← links)
• Optimal consumption dynamics with non-concave habit-forming utility (Q1327890) (← links)
• Infinitesimal perturbation analysis for second derivative estimation and design of manufacturing flow controllers (Q1331092) (← links)
• A dynamic allocation rule for the funding of projects and its long-run properties (Q1331562) (← links)
• Sequential selling mechanisms (Q1341487) (← links)
• A two-stage dual suboptimal controller for stochastic systems using approximate moments (Q1344373) (← links)
• Value function approximation in the presence of uncertainty and inequality constraints (Q1350642) (← links)
• On the complexity of partially observed Markov decision processes (Q1351500) (← links)
• Connections between stochastic control and dynamic games (Q1356624) (← links)
• On dynamic programming for sequential decision problems under a general form of uncertainty (Q1360872) (← links)
• Fuzzy dynamic programming: Main developments and applications (Q1367459) (← links)
• Control policy for a manufacturing system with random yield and rework (Q1372545) (← links)
• An efficient heuristic for a partially observable Markov decision process of machine replacement (Q1373890) (← links)
• Feasibility and stability of constrained finite receding horizon control (Q1571078) (← links)
• A computational model of banks' optimal reserve management policy. (Q1603746) (← links)
• Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
• Suboptimal inspection policies for imperfectly observed realistic systems (Q1813546) (← links)
• A class of risk-sensitive noncooperative games (Q1813705) (← links)
• A simple suboptimal algorithm for system maintance under partial observability (Q1819267) (← links)
• State-space approximation of multi-input multi-output systems with stochastic exogenous inputs (Q1822879) (← links)
• A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
• Some thoughts on rational expectations models, and alternate formulations (Q1823834) (← links)
• Cooperative equilibria in discounted stochastic sequential games (Q1823883) (← links)
• Globally optimal paths in the nonclassical growth model (Q1824534) (← links)
• Controlled semi-Markov models under long-run average rewards (Q1824853) (← links)
• A lattice-theoretic approach to a class of dynamic games (Q1825778) (← links)
• Theoretical developments in discrete-time control (Q1839229) (← links)
• The value-function of an infinite-horizon linear-quadratic problem (Q1861859) (← links)
• Computational issues in a stochastic finite horizon one product recovery inventory model (Q1869673) (← links)