A characterization for solutions of stochastic discrete time optimization models

Fabio Privileggi

doi:10.1007/bf02096426

A characterization for solutions of stochastic discrete time optimization models

Decisions in Economics and Finance ◽

10.1007/bf02096426 ◽

1995 ◽

Vol 18 (2) ◽

pp. 165-180 ◽

Cited By ~ 1

Author(s):

Fabio Privileggi

Keyword(s):

Discrete Time ◽

Optimization Models ◽

Time Optimization

Download Full-text

A review of discrete-time optimization models for tactical production planning

International Journal of Production Research ◽

10.1080/00207543.2014.899721 ◽

2014 ◽

Vol 52 (17) ◽

pp. 5171-5205 ◽

Cited By ~ 37

Author(s):

Manuel Díaz-Madroñero ◽

Josefa Mula ◽

David Peidro

Keyword(s):

Production Planning ◽

Discrete Time ◽

Optimization Models ◽

Time Optimization

Download Full-text

Discrete-Time Optimization of Consumption and Investment Decisions Given Intolerance for a Decline in Standard of Living

SSRN Electronic Journal ◽

10.2139/ssrn.1094988 ◽

2008 ◽

Author(s):

Amit V. Bhandari ◽

John R. Birge

Keyword(s):

Discrete Time ◽

Investment Decisions ◽

Standard Of Living ◽

Time Optimization

Download Full-text

Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems

Mathematics of Operations Research ◽

10.1287/moor.11.2.216 ◽

1986 ◽

Vol 11 (2) ◽

pp. 216-229 ◽

Cited By ~ 41

Author(s):

Ivar Ekeland ◽

José Alexandre Scheinkman

Keyword(s):

Discrete Time ◽

Optimization Problems ◽

Infinite Horizon ◽

Transversality Conditions ◽

Time Optimization

Download Full-text

Finite-state, discrete-time optimization with randomly varying observation quality

Automatica ◽

10.1016/0005-1098(76)90012-1 ◽

1976 ◽

Vol 12 (5) ◽

pp. 525-528 ◽

Cited By ~ 3

Author(s):

Chelsea C. White

Keyword(s):

Discrete Time ◽

Time Optimization ◽

Finite State

Download Full-text

Robust optimization models for the discrete time/cost trade-off problem

International Journal of Production Economics ◽

10.1016/j.ijpe.2010.11.018 ◽

2011 ◽

Vol 130 (1) ◽

pp. 87-95 ◽

Cited By ~ 37

Author(s):

Öncü Hazır ◽

Erdal Erel ◽

Yavuz Günalay

Keyword(s):

Robust Optimization ◽

Discrete Time ◽

Optimization Models ◽

Time Cost ◽

Trade Off

Download Full-text

Analytic Derivatives for Estimation of Discrete-Time, Linear-Quadratic, Dynamic, Optimization Models

Econometrica ◽

10.2307/1911082 ◽

1988 ◽

Vol 56 (2) ◽

pp. 467 ◽

Cited By ~ 6

Author(s):

Peter Zadrozny

Keyword(s):

Dynamic Optimization ◽

Discrete Time ◽

Optimization Models ◽

Linear Quadratic ◽

Time Linear

Download Full-text

Distributed discrete-time optimization of heterogeneous multi-agent networks with unbounded position constraints and nonconvex velocity constraints

Neurocomputing ◽

10.1016/j.neucom.2021.09.042 ◽

2021 ◽

Vol 466 ◽

pp. 92-101

Author(s):

Lipo Mo ◽

Zixin Zhang ◽

Yongguang Yu

Keyword(s):

Discrete Time ◽

Time Optimization ◽

Multi Agent ◽

Velocity Constraints ◽

Agent Networks

Download Full-text

A Discrete-Time Optimization-Based Sliding Mode Control Law for Linear Systems with Input and State Constraints

2018 IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2018.8619503 ◽

2018 ◽

Author(s):

Matteo Rubagotti ◽

Gian Paolo Incremona ◽

Antonella Ferrara

Keyword(s):

Sliding Mode Control ◽

Linear Systems ◽

Discrete Time ◽

State Constraints ◽

Sliding Mode ◽

Control Law ◽

Mode Control ◽

Time Optimization ◽

Input And State Constraints

Download Full-text

Distributed Continuous-Time and Discrete-Time Optimization With Nonuniform Unbounded Convex Constraint Sets and Nonuniform Stepsizes

IEEE Transactions on Automatic Control ◽

10.1109/tac.2019.2910946 ◽

2019 ◽

Vol 64 (12) ◽

pp. 5148-5155 ◽

Cited By ~ 17

Author(s):

Peng Lin ◽

Wei Ren ◽

Chunhua Yang ◽

Weihua Gui

Keyword(s):

Discrete Time ◽

Continuous Time ◽

Convex Constraint ◽

Time Optimization ◽

Unbounded Convex ◽

Constraint Sets

Download Full-text

Distributed discrete-time optimization algorithms with applications to resource allocation in epidemics control

Optimal Control Applications and Methods ◽

10.1002/oca.2340 ◽

2017 ◽

Vol 39 (1) ◽

pp. 160-180 ◽

Cited By ~ 3

Author(s):

Eduardo Ramírez-Llanos ◽

Sonia Martínez

Keyword(s):

Resource Allocation ◽

Discrete Time ◽

Optimization Algorithms ◽

Time Optimization

Download Full-text