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61

Approximate dynamic programming for large scale systems
Desai, Vijay V.

FOS: Mathematics Operations research Mathematics
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63

STAMPEDE: A Discrete-Optimization Method for Solving Pathwise-Inverse Kinematics
Daniel Rakita ; Bilge Mutlu ; Michael Gleicher
2019 International Conference on Robotics and Automation (ICRA). :3507-3513

0209 industrial biotechn... 02 engineering and techn...
Fachzeitschrift
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64

Pathwise Optimization for Merchant Energy Production
Bo Yang ; Nicola Secomandi ; Selvaprabu Nadarajah
SSRN Electronic Journal.

Optimization and Control... 0502 economics and busin... 05 social sciences FOS: Mathematics 0211 other engineering a... 02 engineering and techn...
Fachzeitschrift
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65

Existence of average optimal policies in Markov control processes with strictly unbounded costs
Hernández-Lerma, Onésimo

discrete-time Markov con... dynamic programming equa... Optimal stochastic contr...
Fachzeitschrift
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66

Optimal Smooth Consumption and its Trade-Offs
Philipp Carsten Hornung ; Mogens Steffensen
Mathematical Methods of Operations Research.

Fachzeitschrift
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67

Existence and uniqueness for variational data assimilation in continuous time
Jochen Bröcker
Mathematical Control and Related Fields. 13:94-115

Primary 49J55, 49K35, Se... Optimization and Control... Probability (math.PR) FOS: Mathematics 0101 mathematics Mathematics - Optimizati...
Fachzeitschrift
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68

rcss: R package for optimal convex stochastic switching
Hinz, Juri ; Yee, Jeremy
The R Journal. 10:38

Programming Languages an... Computer Sciences 0502 economics and busin... 05 social sciences 0101 mathematics Numerical Analysis and S...
Fachzeitschrift
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69

Optimal control and pathwise nonlinear filtering of nondegenerate diffusions
Wendell H. Fleming ; Sanjoy K. Mitter
1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes. :74-75

0209 industrial biotechn... 02 engineering and techn...
Fachzeitschrift
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70

Scheduling in a queuing system with impatience and setup costs
Jean-Marie, Alain ; Hyon, Emmanuel ; Models for the performance analysis and the control of networks (MAESTRO) ; et al.
[Research Report] RR-6881, INRIA. 2009

ACM: G.: Mathematics of... G.1: NUMERICAL ANALYSIS G.1.6: Optimization [INFO.INFO-RO]Computer S... Operations Research [mat... [INFO.INFO-PF]Computer S...
Report
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71

Portfolio Optimization and Stochastic Control under Transaction Costs
Melnyk, Yaroslav

ddc:510 msc:91G80 msc:93E20 Pathwise Optimality Regime Shifts msc:60G40
Dissertation
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72
73

[Untitled]
L. C. G. Rogers ; The Pennsylvania State University CiteSeerX Archives
http://www.statslab.cam.ac.uk/~chris/papers/psoc150806.pdf.

Deterministic stochastic dynamic programming pathwise optimisation dual
Fachzeitschrift
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76

Pathwise Optimization for Optimal Stopping Problems
Vijay V. Desai ; Vivek F. Farias ; Ciamac C. Moallemi ; et al.
http://moallemi.com/ciamac/papers/po-2010.pdf.

Fachzeitschrift
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77

Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes.
Fleming,Wendell H ; Mitter,Sanjoy K ; BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS
DTIC AND NTIS

Statistics and Probabili... Diffusion theory Stochastic control Mathematical filters Dynamic programming Linear differential equa...
Fachzeitschrift
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78

rcss: R Package for Optimal Convex Stochastic Switching
Hinz, Juri ; Yee, Jeremy
The R Journal

Computer Sciences Numerical Analysis and S... Programming Languages an...
Fachzeitschrift
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