Chen, Fang; Guo, Xianping; Liao, Zhong-Wei Optimal stopping time on semi-Markov processes with finite horizon. (English) Zbl 1491.60055 J. Optim. Theory Appl. 194, No. 2, 408-439 (2022). MSC: 60G40 60K15 90C40 PDFBibTeX XMLCite \textit{F. Chen} et al., J. Optim. Theory Appl. 194, No. 2, 408--439 (2022; Zbl 1491.60055) Full Text: DOI arXiv
Bliman, Pierre-Alexandre; Duprez, Michel; Privat, Yannick; Vauchelet, Nicolas Optimal immunity control and final size minimization by social distancing for the SIR epidemic model. (English) Zbl 1467.92175 J. Optim. Theory Appl. 189, No. 2, 408-436 (2021). Reviewer: Yilun Shang (Newcastle) MSC: 92D30 49J15 49K15 PDFBibTeX XMLCite \textit{P.-A. Bliman} et al., J. Optim. Theory Appl. 189, No. 2, 408--436 (2021; Zbl 1467.92175) Full Text: DOI
Zheng, Yuqing; Zhang, Guoshan Suboptimal control for nonlinear systems with disturbance via integral sliding mode control and policy iteration. (English) Zbl 1439.49007 J. Optim. Theory Appl. 185, No. 2, 652-677 (2020). MSC: 49J15 70H20 PDFBibTeX XMLCite \textit{Y. Zheng} and \textit{G. Zhang}, J. Optim. Theory Appl. 185, No. 2, 652--677 (2020; Zbl 1439.49007) Full Text: DOI
Tie, Jingzhi; Zhang, Hanqin; Zhang, Qing An optimal strategy for pairs trading under geometric Brownian motions. (English) Zbl 1418.91491 J. Optim. Theory Appl. 179, No. 2, 654-675 (2018). MSC: 91G10 93E20 91G80 PDFBibTeX XMLCite \textit{J. Tie} et al., J. Optim. Theory Appl. 179, No. 2, 654--675 (2018; Zbl 1418.91491) Full Text: DOI
Chou, Mabel C.; Parlar, Mahmut; Zhou, Yun Optimal timing to initiate medical treatment for a disease evolving as a semi-Markov process. (English) Zbl 1375.90304 J. Optim. Theory Appl. 175, No. 1, 194-217 (2017). MSC: 90C40 90B90 92C60 PDFBibTeX XMLCite \textit{M. C. Chou} et al., J. Optim. Theory Appl. 175, No. 1, 194--217 (2017; Zbl 1375.90304) Full Text: DOI
Cheng, Kang; Zhang, Kanjian; Fei, Shumin; Wei, Haikun Potential-based least-squares policy iteration for a parameterized feedback control system. (English) Zbl 1342.49047 J. Optim. Theory Appl. 169, No. 2, 692-704 (2016). MSC: 49M30 49K45 49N35 93E20 93B52 90C40 93C55 PDFBibTeX XMLCite \textit{K. Cheng} et al., J. Optim. Theory Appl. 169, No. 2, 692--704 (2016; Zbl 1342.49047) Full Text: DOI
Ahmadi-Javid, Amir; Malhamé, Roland Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion. (English) Zbl 1327.93402 J. Optim. Theory Appl. 167, No. 2, 716-732 (2015). MSC: 93E20 90C15 93B52 91B06 91G99 PDFBibTeX XMLCite \textit{A. Ahmadi-Javid} and \textit{R. Malhamé}, J. Optim. Theory Appl. 167, No. 2, 716--732 (2015; Zbl 1327.93402) Full Text: DOI
Cheng, Kang; Fei, Shumin; Zhang, Kanjian; Liu, Xiaomei; Wei, Haikun Temporal difference-based policy iteration for optimal control of stochastic systems. (English) Zbl 1306.93074 J. Optim. Theory Appl. 163, No. 1, 165-180 (2014). Reviewer: Andrzej Świerniak (Gliwice) MSC: 93E20 49M30 49J55 49L20 93E03 93C55 90C39 PDFBibTeX XMLCite \textit{K. Cheng} et al., J. Optim. Theory Appl. 163, No. 1, 165--180 (2014; Zbl 1306.93074) Full Text: DOI
Jin, Zhuo; Yin, G. Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls. (English) Zbl 1276.49022 J. Optim. Theory Appl. 159, No. 1, 246-271 (2013). MSC: 49M30 49L20 49J40 93E20 60J60 60J75 91G60 91G80 PDFBibTeX XMLCite \textit{Z. Jin} and \textit{G. Yin}, J. Optim. Theory Appl. 159, No. 1, 246--271 (2013; Zbl 1276.49022) Full Text: DOI Link
Wei, Qingda; Guo, Xianping New average optimality conditions for semi-Markov decision processes in Borel spaces. (English) Zbl 1266.90190 J. Optim. Theory Appl. 153, No. 3, 709-732 (2012). Reviewer: Anna Jaskiewicz (Wrocław) MSC: 90C40 90C46 PDFBibTeX XMLCite \textit{Q. Wei} and \textit{X. Guo}, J. Optim. Theory Appl. 153, No. 3, 709--732 (2012; Zbl 1266.90190) Full Text: DOI
Bilbiie, Florin O. The time inconsistency of delegation-based time inconsistency solutions in monetary policy. (English) Zbl 1233.91190 J. Optim. Theory Appl. 150, No. 3, 657-674 (2011). MSC: 91B64 PDFBibTeX XMLCite \textit{F. O. Bilbiie}, J. Optim. Theory Appl. 150, No. 3, 657--674 (2011; Zbl 1233.91190) Full Text: DOI
Huang, Yonghui; Guo, Xianping; Song, Xinyuan Performance analysis for controlled semi-Markov systems with application to maintenance. (English) Zbl 1222.90076 J. Optim. Theory Appl. 150, No. 2, 395-415 (2011). MSC: 90C40 90B25 PDFBibTeX XMLCite \textit{Y. Huang} et al., J. Optim. Theory Appl. 150, No. 2, 395--415 (2011; Zbl 1222.90076) Full Text: DOI
Motchenkova, E.; Kort, P. M. Analysis of current penalty schemes for violations of antitrust laws. (English) Zbl 1181.91181 J. Optim. Theory Appl. 128, No. 2, 431-451 (2006). MSC: 91B62 49N90 PDFBibTeX XMLCite \textit{E. Motchenkova} and \textit{P. M. Kort}, J. Optim. Theory Appl. 128, No. 2, 431--451 (2006; Zbl 1181.91181) Full Text: DOI
Costa, O. L. V.; Aya, J. C. C. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. (English) Zbl 0984.93051 J. Optimization Theory Appl. 109, No. 2, 289-309 (2001). Reviewer: Jihong Dou (Xian) MSC: 93C55 93C40 65F30 49N10 93B40 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{J. C. C. Aya}, J. Optim. Theory Appl. 109, No. 2, 289--309 (2001; Zbl 0984.93051) Full Text: DOI
Sethi, S. P.; Yan, H.; Zhang, H. Peeling layers of an onion: Inventory model with multiple delivery modes and forecast updates. (English) Zbl 1033.90005 J. Optimization Theory Appl. 108, No. 2, 253-281 (2001). MSC: 90B05 90C15 PDFBibTeX XMLCite \textit{S. P. Sethi} et al., J. Optim. Theory Appl. 108, No. 2, 253--281 (2001; Zbl 1033.90005) Full Text: DOI
Wielhouwer, J. L.; De Waegenaere, A.; Kort, P. M. Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates. (English) Zbl 1017.91032 J. Optimization Theory Appl. 106, No. 1, 23-48 (2000). Reviewer: Aleksandr D.Borisenko (Kyïv) MSC: 91B28 PDFBibTeX XMLCite \textit{J. L. Wielhouwer} et al., J. Optim. Theory Appl. 106, No. 1, 23--48 (2000; Zbl 1017.91032) Full Text: DOI
Du, N. H. Optimal control problem for the Lyapunov exponents of random matrix products. (English) Zbl 0969.93045 J. Optimization Theory Appl. 105, No. 2, 347-369 (2000). Reviewer: Victor Sharapov (Volgograd) MSC: 93E20 37H15 34D08 60J10 93E15 PDFBibTeX XMLCite \textit{N. H. Du}, J. Optim. Theory Appl. 105, No. 2, 347--369 (2000; Zbl 0969.93045) Full Text: DOI
Song, D. P.; Sun, Y. X.; Xing, W. Optimal control of a stochastic assembly production line. (English) Zbl 0913.90147 J. Optimization Theory Appl. 98, No. 3, 681-700 (1998). MSC: 90B30 93C95 93E25 PDFBibTeX XMLCite \textit{D. P. Song} et al., J. Optim. Theory Appl. 98, No. 3, 681--700 (1998; Zbl 0913.90147) Full Text: DOI
Prskawetz, A. Government debt, budget surplus, and popularity of politicians. (English) Zbl 0908.90104 J. Optimization Theory Appl. 98, No. 1, 131-149 (1998). MSC: 91B64 91B62 91B12 93C95 PDFBibTeX XMLCite \textit{A. Prskawetz}, J. Optim. Theory Appl. 98, No. 1, 131--149 (1998; Zbl 0908.90104) Full Text: DOI
Gong, L.; Matsuo, H. Control policy for a manufacturing system with random yield and rework. (English) Zbl 0890.90080 J. Optimization Theory Appl. 95, No. 1, 149-175 (1997). MSC: 90B30 90C15 49L20 PDFBibTeX XMLCite \textit{L. Gong} and \textit{H. Matsuo}, J. Optim. Theory Appl. 95, No. 1, 149--175 (1997; Zbl 0890.90080) Full Text: DOI
Beyer, D.; Sethi, S. P. Average cost optimality in inventory models with Markovian demands. (English) Zbl 0873.90021 J. Optimization Theory Appl. 92, No. 3, 497-526 (1997). MSC: 90B05 90C39 PDFBibTeX XMLCite \textit{D. Beyer} and \textit{S. P. Sethi}, J. Optim. Theory Appl. 92, No. 3, 497--526 (1997; Zbl 0873.90021) Full Text: DOI
Fong, N. T.; Zhou, X. Y. Hierarchical production policies in stochastic two-machine flowshops with finite buffers. (English) Zbl 0851.90063 J. Optimization Theory Appl. 89, No. 3, 681-712 (1996). MSC: 90B35 93E20 90B30 PDFBibTeX XMLCite \textit{N. T. Fong} and \textit{X. Y. Zhou}, J. Optim. Theory Appl. 89, No. 3, 681--712 (1996; Zbl 0851.90063) Full Text: DOI
Hu, J. Q.; Xiang, D. Monotonicity of optimal flow control for failure-prone production systems. (English) Zbl 0838.90059 J. Optimization Theory Appl. 86, No. 1, 57-71 (1995). MSC: 90B30 90B25 PDFBibTeX XMLCite \textit{J. Q. Hu} and \textit{D. Xiang}, J. Optim. Theory Appl. 86, No. 1, 57--71 (1995; Zbl 0838.90059) Full Text: DOI
Alidaee, B. Optimal ordering policy of a sequencing model. (English) Zbl 0816.90079 J. Optimization Theory Appl. 83, No. 1, 199-205 (1994). MSC: 90B35 PDFBibTeX XMLCite \textit{B. Alidaee}, J. Optim. Theory Appl. 83, No. 1, 199--205 (1994; Zbl 0816.90079) Full Text: DOI
Mehrez, A.; Berman, N. Maintenance optimal control three-machine replacement model under technological breakthrough expectations. (English) Zbl 0821.90054 J. Optimization Theory Appl. 81, No. 3, 591-618 (1994). Reviewer: G.S.Stavrakakis (Chania) MSC: 90B25 93C95 PDFBibTeX XMLCite \textit{A. Mehrez} and \textit{N. Berman}, J. Optim. Theory Appl. 81, No. 3, 591--618 (1994; Zbl 0821.90054) Full Text: DOI
Jørgensen, S.; Kort, P. M. Dynamic investment policy with installation experience effects. (English) Zbl 0796.90003 J. Optimization Theory Appl. 77, No. 2, 421-438 (1993). MSC: 91B38 91B62 93C95 PDFBibTeX XMLCite \textit{S. Jørgensen} and \textit{P. M. Kort}, J. Optim. Theory Appl. 77, No. 2, 421--438 (1993; Zbl 0796.90003) Full Text: DOI
Parlar, M.; Rempala, R. Stochastic inventory problem with piecewise quadratic holding cost function containing a cost-free interval. (English) Zbl 0795.90014 J. Optimization Theory Appl. 75, No. 1, 133-153 (1992). MSC: 90B05 93E20 PDFBibTeX XMLCite \textit{M. Parlar} and \textit{R. Rempala}, J. Optim. Theory Appl. 75, No. 1, 133--153 (1992; Zbl 0795.90014) Full Text: DOI
Gatto, M.; Ghezzi, L. L. Optimal diffusion of a new technology when both demand and supply are nonstatic. (English) Zbl 0794.90008 J. Optimization Theory Appl. 73, No. 1, 75-87 (1992). MSC: 91B44 90B60 93C95 PDFBibTeX XMLCite \textit{M. Gatto} and \textit{L. L. Ghezzi}, J. Optim. Theory Appl. 73, No. 1, 75--87 (1992; Zbl 0794.90008) Full Text: DOI
Srikant, R.; Başar, T. Iterative computation of noncooperative equilibria in nonzero-sum differential games with weakly coupled players. (English) Zbl 0793.90109 J. Optimization Theory Appl. 71, No. 1, 137-168 (1991). MSC: 91A23 49N10 PDFBibTeX XMLCite \textit{R. Srikant} and \textit{T. Başar}, J. Optim. Theory Appl. 71, No. 1, 137--168 (1991; Zbl 0793.90109) Full Text: DOI
Sernik, E. L.; Marcus, S. I. Optimal cost and policy for a Markovian replacement problem. (English) Zbl 0793.90026 J. Optimization Theory Appl. 71, No. 1, 105-126 (1991). MSC: 90B25 90C39 60K20 60J10 PDFBibTeX XMLCite \textit{E. L. Sernik} and \textit{S. I. Marcus}, J. Optim. Theory Appl. 71, No. 1, 105--126 (1991; Zbl 0793.90026) Full Text: DOI
Bes, C.; Sethi, S. Solution of a class of stochastic linear-convex control problems using deterministic equivalents. (English) Zbl 0652.93070 J. Optimization Theory Appl. 62, No. 1, 17-27 (1989). Reviewer: C.Bes MSC: 93E20 49K45 90B05 93C05 PDFBibTeX XMLCite \textit{C. Bes} and \textit{S. Sethi}, J. Optim. Theory Appl. 62, No. 1, 17--27 (1989; Zbl 0652.93070) Full Text: DOI
Kucia, A.; Nowak, A. On \(\epsilon\)-optimal continuous selectors and their application in discounted dynamic programming. (English) Zbl 0595.90067 J. Optimization Theory Appl. 54, 289-302 (1987). MSC: 90C15 90C39 54C60 PDFBibTeX XMLCite \textit{A. Kucia} and \textit{A. Nowak}, J. Optim. Theory Appl. 54, 289--302 (1987; Zbl 0595.90067) Full Text: DOI
Christensen, G. S.; Soliman, S. A. Optimal long-term operation of a multi-reservoir power system for critical water conditions. (English) Zbl 0595.90048 J. Optimization Theory Appl. 53, 377-392 (1987). MSC: 90B99 90B05 PDFBibTeX XMLCite \textit{G. S. Christensen} and \textit{S. A. Soliman}, J. Optim. Theory Appl. 53, 377--392 (1987; Zbl 0595.90048) Full Text: DOI
Barron, E. N.; Jensen, R. On the Kleinrock-Nilsson problem of optimal scheduling algorithms for time-shared systems. (English) Zbl 0571.90034 J. Optimization Theory Appl. 50, 49-60 (1986). MSC: 90B35 68M20 90B22 PDFBibTeX XMLCite \textit{E. N. Barron} and \textit{R. Jensen}, J. Optim. Theory Appl. 50, 49--60 (1986; Zbl 0571.90034) Full Text: DOI
Soliman, S. A.; Christensen, G. S.; Abdel-Halim, M. A. Optimal operation of multireservoir power systems. (English) Zbl 0568.90055 J. Optimization Theory Appl. 49, 449-461 (1986). MSC: 90B99 PDFBibTeX XMLCite \textit{S. A. Soliman} et al., J. Optim. Theory Appl. 49, 449--461 (1986; Zbl 0568.90055) Full Text: DOI
Woolford, S. W. On the control of a generalized storage model. (English) Zbl 0527.93069 J. Optimization Theory Appl. 44, 137-157 (1984). MSC: 93E20 90B05 60K30 PDFBibTeX XMLCite \textit{S. W. Woolford}, J. Optim. Theory Appl. 44, 137--157 (1984; Zbl 0527.93069) Full Text: DOI
Doshi, B. Optimal switching among a finite number of Markov processes. (English) Zbl 0445.90093 J. Optimization Theory Appl. 35, 581-610 (1981). MSC: 90C40 65K05 PDFBibTeX XMLCite \textit{B. Doshi}, J. Optim. Theory Appl. 35, 581--610 (1981; Zbl 0445.90093) Full Text: DOI
Puterman, M. L. On the convergence of policy iteration for controlled diffusions. (English) Zbl 0421.93089 J. Optimization Theory Appl. 33, 137-144 (1981). MSC: 93E20 93E25 60J60 PDFBibTeX XMLCite \textit{M. L. Puterman}, J. Optim. Theory Appl. 33, 137--144 (1981; Zbl 0421.93089) Full Text: DOI
Fond, S. Optimal feedback control policies for stochastic, distributed-parameter systems. (English) Zbl 0394.93061 J. Optimization Theory Appl. 30, 501-514 (1980). MSC: 93E20 93C20 49K45 49L20 PDFBibTeX XMLCite \textit{S. Fond}, J. Optim. Theory Appl. 30, 501--514 (1980; Zbl 0394.93061) Full Text: DOI