An explicit optimal control approach for mean-risk dynamic portfolio allocation

2007 European Control Conference (ECC) ◽

10.23919/ecc.2007.7068826 ◽

2007 ◽

Cited By ~ 2

Author(s):

Panagiotis Patrinos ◽

Haralambos Sarimveis

Keyword(s):

Optimal Control ◽

Portfolio Allocation ◽

Control Approach ◽

Dynamic Portfolio ◽

Mean Risk ◽

Optimal Control Approach

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An optimal control approach to compute the performance of linear systems under disturbances with bounded magnitudes and bounded derivatives

Proceedings of the 2004 American Control Conference ◽

10.23919/acc.2004.1383574 ◽

2004 ◽

Cited By ~ 2

Author(s):

W. Khaisongkram ◽

D. Banjerdpongchai

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Control Approach ◽

Optimal Control Approach

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The set stabilization problem for Markovian jump Boolean control networks: An average optimal control approach

Applied Mathematics and Computation ◽

10.1016/j.amc.2021.126133 ◽

2021 ◽

Vol 402 ◽

pp. 126133

Author(s):

Sanmei Zhu ◽

Jun-e Feng

Keyword(s):

Optimal Control ◽

Stabilization Problem ◽

Markovian Jump ◽

Control Approach ◽

Control Networks ◽

Set Stabilization ◽

Optimal Control Approach

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An optimal control approach to dynamic routing in networks

IEEE Transactions on Automatic Control ◽

10.1109/tac.1982.1102915 ◽

1982 ◽

Vol 27 (2) ◽

pp. 329-339 ◽

Cited By ~ 93

Author(s):

F. Moss ◽

A. Segall

Keyword(s):

Optimal Control ◽

Dynamic Routing ◽

Control Approach ◽

Optimal Control Approach

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An optimal control approach to the design of stacked‐ply composite flywheels

Engineering Computations ◽

10.1108/02644400010339761 ◽

2000 ◽

Vol 17 (5) ◽

pp. 541-555 ◽

Cited By ~ 4

Author(s):

Scott Thielman ◽

Brian C. Fabien

Keyword(s):

Optimal Control ◽

Control Approach ◽

Optimal Control Approach

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Control of quantized linear systems: an l/sub 1/-optimal control approach

Proceedings of the 2003 American Control Conference, 2003. ◽

10.1109/acc.2003.1244077 ◽

2004 ◽

Cited By ~ 5

Author(s):

W.P.M.H. Heemels ◽

H.B. Siahaan ◽

A.L. Juloski ◽

S. Weiland

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Control Approach ◽

Optimal Control Approach

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AN OPTIMAL-CONTROL APPROACH TO STABILISING AUSTRALIAN WOOL PRICES*

Australian Journal of Agricultural Economics ◽

10.1111/j.1467-8489.1983.tb00422.x ◽

1983 ◽

Vol 27 (1) ◽

pp. 44-72 ◽

Cited By ~ 1

Author(s):

Mike Hinchy ◽

Phil Simmons

Keyword(s):

Optimal Control ◽

Control Approach ◽

Australian Wool ◽

Optimal Control Approach

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An optimal control approach to a fluid-structure interaction parameter estimation problem with inequality constraints

Computers & Fluids ◽

10.1016/j.compfluid.2021.104999 ◽

2021 ◽

pp. 104999

Author(s):

Leonardo Chirco ◽

Sandro Manservisi

Keyword(s):

Optimal Control ◽

Parameter Estimation ◽

Interaction Parameter ◽

Fluid Structure Interaction ◽

Inequality Constraints ◽

Estimation Problem ◽

Parameter Estimation Problem ◽

Control Approach ◽

Structure Interaction ◽

Optimal Control Approach

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Vertical trajectory planning: an optimal control approach for active suspension systems in autonomous vehicles

Vehicle System Dynamics ◽

10.1080/00423114.2021.1979238 ◽

2021 ◽

pp. 1-22

Author(s):

Matthias Jurisch

Keyword(s):

Optimal Control ◽

Trajectory Planning ◽

Autonomous Vehicles ◽

Active Suspension ◽

Control Approach ◽

Suspension Systems ◽

Active Suspension Systems ◽

Optimal Control Approach

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Economic Operation of Thermostatic Loads Under Time Varying Prices: An Optimal Control Approach

IEEE Transactions on Sustainable Energy ◽

10.1109/tste.2018.2876797 ◽

2019 ◽

Vol 10 (4) ◽

pp. 1960-1970 ◽

Cited By ~ 3

Author(s):

Saptarshi Bhattacharya ◽

Koushik Kar ◽

Joe H. Chow

Keyword(s):

Optimal Control ◽

Time Varying ◽

Control Approach ◽

Economic Operation ◽

Optimal Control Approach

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Optimal Control Approach to Helicopter Noise Abatement Trajectories in Nonstandard Atmospheric Conditions

Journal of Aircraft ◽

10.2514/1.c034751 ◽

2019 ◽

Vol 56 (1) ◽

pp. 43-52

Author(s):

S. Hartjes ◽

H. G. Visser

Keyword(s):

Optimal Control ◽

Atmospheric Conditions ◽

Noise Abatement ◽

Control Approach ◽

Helicopter Noise ◽

Optimal Control Approach

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