Suchergebnisse - "Stochastic dynamic programming"

Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes

Autoren: Josa Fombellida, Ricardo López Casado, Paula

Quelle: UVaDOC. Repositorio Documental de la Universidad de Valladolid
Universidad de Valladolid

Schlagwörter: Stochastic optimal control, Portfolio optimization, Stochastic dynamic programming, Poisson process, Target benefit pension plan, 5312 Economía Sectorial

Dateibeschreibung: application/pdf

Zugangs-URL: https://uvadoc.uva.es/handle/10324/76946
https://doi.org/10.1016/j.insmatheco.2025.01.002

Operational planning of distributed energy generation for a semiconductor fabrication plant: [Operative Planung dezentralisierter Energieerzeugung für eine Halbleiterproduktionsanlage]

Autoren: Poemsl, Tobias F. Siddiqui, Afzal S.

Quelle: e & i : Elektrotechnik und Informationstechnik. 139(8):662-672

Schlagwörter: Microgrids, Simulation, Operational planning, Energy system optimization, Distributed energy resources, Stochastic dynamic programming, Mikronetze, Operative Planung, Energiesystemoptimierung, Dezentrale Energieerzeugung, Stochastische dynamische Programmierung

Dateibeschreibung: print

Zugangs-URL: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-212622
https://doi.org/10.1007/s00502-022-01066-5

Optimal Time for Closing a Trading Position i

Autoren: Reza Habibi

Quelle: Athens Journal of Business & Economics, Vol 10, Iss 4, Pp 309-318 (2024)

Schlagwörter: Regional economics. Space in economics, optimal stopping, state space model, trading strategies, mdp, HT388, binomial tree, fair value, financial derivative, excel, stochastic dynamic programming, hedging

Zugangs-URL: https://doaj.org/article/65feef8e983e4c6494ba6bb1b00b1fd9

Bayesian learning in dynamic portfolio selection under a minimax rule

Autoren: Cai, Xiaoqiang Yu, Gen

Quelle: OR Spectrum. 47:287-324

Schlagwörter: Bayesian learning, investment analysis, Game theory, economics, finance, and other social and behavioral sciences, parameter uncertainty, stochastic dynamic programming, \(l_{\infty}\) risk function

Dateibeschreibung: application/xml

The assignment of project managers to projects in an uncertain dynamic environment

Autoren: Aidin Rezaeian Hamidreza Koosha Mohammad Ranjbar et al.

Quelle: Annals of Operations Research. 341:1107-1134

Schlagwörter: Project management, Stochastic dynamic programming, Stochastic generalized assignment problem, Heuristic algorithm, Multi-stage stochastic programming

Managing Volunteers and Paid Workers in a Nonprofit Operation

Autoren: Gemma Berenguer William B. Haskell Lei Li et al.

Weitere Verfasser: Gemma Berenguer William B. Haskell Lei Li et al.

Quelle: e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
Universidad Carlos III de Madrid (UC3M)

Schlagwörter: Volunteers, Staffing problem, Stochastic dynamic programming, 0502 economics and business, 05 social sciences, 8. Economic growth, 0211 other engineering and technologies, 02 engineering and technology, Nonprofit operations management, Empresa

Dateibeschreibung: application/pdf

Zugangs-URL: https://hdl.handle.net/10016/39159

Control of Online-Appointment Systems When the Booking Status Signals Quality of Service

Autoren: Isabel Kaluza Guido Voigt Knut Haase et al.

Quelle: Schmalenbach Journal of Business Research. 76:397-432

Schlagwörter: C61, Choice-Based Optimization, Stochastic Dynamic Programming, ddc:650, Markov, 0502 economics and business, 05 social sciences, 0211 other engineering and technologies, Appointment System, 02 engineering and technology, Discrete Choice

Zugangs-URL: https://hdl.handle.net/10419/312595

Designing Resilient Multipurpose Reservoir Operation Policies in Presence of Internal Climate Variability

Autoren: Divya Upadhyay Udit Bhatia

Quelle: Water Resources Research, Vol 61, Iss 7, Pp n/a-n/a (2025)

Schlagwörter: Environmental sciences, water demand uncertainty, internal climate variability, model uncertainty, GE1-350, sampling stochastic dynamic programming, multipurpose reservoir operation

Zugangs-URL: https://doaj.org/article/70df419e6bf048d7ab6638f34dc72ac0

An Analytical Method for Fast Optimization of Multireservoir Hydropower Systems Operations Considering Risk‐Return Tradeoffs

Autoren: S. Jamshid Mousavi Kumaraswamy Ponnambalam

Quelle: Water Resources Research, Vol 61, Iss 6, Pp n/a-n/a (2025)

Schlagwörter: Environmental sciences, multireservoir hydropower operations, and efficient frontier, GE1-350, stochastic dynamic programming, implicit stochastic programming, risk

Zugangs-URL: https://doaj.org/article/ef51001efa334178942165e922ec4152

On aims and methods of collective animal behaviour

Autoren: James A.R. Marshall Andreagiovanni Reina

Quelle: Animal Behaviour. 210:189-197

Schlagwörter: statistical decision theory, optimality theory, self-consistency, Intelligence artificielle, stochastic dynamic programming, level of selection, behaviouralmechanism

Dateibeschreibung: 1 full-text file(s): application/pdf

Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming

Autoren: Rincón-Zapatero, Juan Pablo Ministerio de Economía y Competitividad (España) Ministerio de Ciencia, Innovación y Universidades (España) et al.

Weitere Verfasser: Rincón-Zapatero, Juan Pablo Ministerio de Economía y Competitividad (España) Ministerio de Ciencia, Innovación y Universidades (España) et al.

Quelle: e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
Universidad Carlos III de Madrid (UC3M)

Schlagwörter: ddc:330, 05 social sciences, weighted contraction, Q-Transform, Contraction mapping, Endogenous growth, Economía, C61, endogenous growth, Bellman equation, Local contraction, Weighted contraction, Stochastic dynamic programming, 0502 economics and business, contraction mapping, Q-transform, local contraction, E20

Dateibeschreibung: application/pdf

Zugangs-URL: https://hdl.handle.net/10016/46684
https://hdl.handle.net/10419/320265

Reducing the Price of Naïveté in return‐to‐play from sports‐related concussion

Autoren: Gian‐Gabriel P. Garcia Mariel S. Lavieri Thomas W. McAllister et al.

Quelle: Production and Operations Management. 32:3081-3099

Schlagwörter: 0211 other engineering and technologies, Industrial and Operations Engineering, 02 engineering and technology, patient-centered care, 3. Good health, 03 medical and health sciences, Engineering, 0302 clinical medicine, behavioral modeling, medical decision making, concussion management, stochastic dynamic programming

Dateibeschreibung: application/pdf

Essays on Dynamic Optimization for Forest Resource Management

Autoren: Chong, Fayu

Thesis Advisors: Forest Resources and Environmental Conservation, Amacher, Gregory S., Cobourn, Kelly Michele, Sullivan, Bradley J., Schons Do Valle, Stella Zucchetti

Schlagwörter: deforestation, uncertainty, ecosystem collapse, stochastic dynamic programming, invasive species, risk preference, optimal control

Dateibeschreibung: ETD; application/pdf

Verfügbarkeit: https://hdl.handle.net/10919/124746

Towards Smarter Infrastructure Investment: A Comprehensive Data-Driven Decision Support Model for Asset Lifecycle Optimisation Using Stochastic Dynamic Programming

Autoren: Neda Gorjian Jolfaei Leon van der Linden Christopher W. K. Chow et al.

Quelle: Infrastructures, Vol 10, Iss 9, p 225 (2025)

Schlagwörter: asset lifecycle, optimisation, stochastic dynamic programming, tactical asset management, smart infrastructure, Technology

Dateibeschreibung: electronic resource

Relation: https://www.mdpi.com/2412-3811/10/9/225; https://doaj.org/toc/2412-3811

Zugangs-URL: https://doaj.org/article/bbf991a2286647f8aace10245a1d41d0

Optimal temperature setpoint control for a complete greenhouse crop cycle under growth uncertainty

Autoren: van Mourik, Simon van ’t Ooster, Bert Vellekoop, Michel

Quelle: Biosystems Engineering. 258:104250

Schlagwörter: Greenhouse, Stochastic dynamic programming, Lettuce, Markov decision process

Zugangs-URL: https://research.wur.nl/en/publications/optimal-temperature-setpoint-control-for-a-complete-greenhouse-cr
https://doi.org/10.1016/j.biosystemseng.2025.104250

A data-driven practical stabilization approach for solving stochastic dynamic programming problems

Autoren: Tipaldi, M. Iervolino, R. Massenio, P.R. et al.

Quelle: ISSN: 0005-1098.

Schlagwörter: Stochastic dynamic programming, Bellman operator, Switched affine systems, Robust practical stabilization, Data-driven control design

Dateibeschreibung: application/pdf

Relation: https://www.ufz.de/index.php?en=20939&ufzPublicationIdentifier=30822; https://dx.doi.org/10.1016/j.automatica.2025.112372

Verfügbarkeit: https://www.ufz.de/index.php?en=20939&ufzPublicationIdentifier=30822
https://doi.org/10.1016/j.automatica.2025.112372

Regional demography of Icelandic rock ptarmigan and its implications for harvest management

Autoren: Fred Allen Johnson Ólafur Karl Nielsen

Quelle: Ecological Solutions and Evidence, Vol 5, Iss 4, Pp n/a-n/a (2024)
Johnson, F A & Nielsen, Ó K 2024, 'Regional demography of Icelandic rock ptarmigan and its implications for harvest management', Ecological Solutions and Evidence, vol. 5, no. 4, e12390. https://doi.org/10.1002/2688-8319.12390

Schlagwörter: Environmental sciences, demography, Ecology, integrated population model, Iceland, ptarmigan, GE1-350, stochastic dynamic programming, harvest, QH540-549.5

Zugangs-URL: https://doaj.org/article/c47491429e8f4e8892bf2523d93caadc
https://pure.au.dk/portal/en/publications/4ba5a6c7-4dba-488f-9c0e-ffcbf17a4c47
https://doi.org/10.1002/2688-8319.12390
http://www.scopus.com/inward/record.url?scp=85208993677&partnerID=8YFLogxK

A recursive Riccati interior-point method for chance-constrained stochastic model predictive control

Autoren: Jingyu Zhang Toshiyuki Ohtsuka

Quelle: SICE Journal of Control, Measurement, and System Integration, Vol 16, Iss 1, Pp 273-285 (2023)

Schlagwörter: chance constraint, 0209 industrial biotechnology, Control engineering systems. Automatic machinery (General), 0203 mechanical engineering, model predictive control, TJ212-225, stochastic systems, closed-loop policy, 02 engineering and technology, stochastic dynamic programming

Zugangs-URL: https://doaj.org/article/ef9d626116f24632ad71ceab2288d2b4

Stochastic Dynamic Programming with Markov Chains for Optimal Sustainable Control of the Forest Sector with Continuous Cover Forestry

Autoren: Lohmander, Peter Mohammadi Limaei, Soleiman

Quelle: Iranian Journal of Operations Research. 8(1):91-96

Schlagwörter: Optimization, Stochastic dynamic programming, Markov chains, Forest sector, Continuous cover forestry

Dateibeschreibung: electronic

Zugangs-URL: https://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-37472
https://miun.diva-portal.org/smash/get/diva2:1358093/FULLTEXT01.pdf

Inventory Control of Perishable Products in a VMI System with the Ability of Replacing Unavailable Products: Stochastic Dynamic Programming Approach

Autoren: Esmat Ahmadi Tootkaleh Behrouz Afshar Najafi Mehdi Seifbarghi

Quelle: چشم‌انداز مدیریت صنعتی, Vol 14, Iss 2, Pp 181-205 (2024)

Schlagwörter: vendor-managed inventory, uncertain demand, perishable products, two-stage supply chain, replacing ability, stochastic dynamic programming, Management. Industrial management, HD28-70

Dateibeschreibung: electronic resource

Relation: https://jimp.sbu.ac.ir/article_104621_6a443ddde09afa24d498b947171ade2e.pdf; https://doaj.org/toc/2251-9874; https://doaj.org/toc/2645-4165

Zugangs-URL: https://doaj.org/article/e973d71737c84553ab662324d36cb29d