Some results on Bellman equations of optimal production control in a stochastic manufacturing system.
Baten, Azizul, Kamil, Anton Abdulbasah (2009)
Journal of Probability and Statistics
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Displaying similar documents to “On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance”
Some results on Bellman equations of optimal production control in a stochastic manufacturing system.
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Wang, Lianwen (2007)
Boundary Value Problems [electronic only]
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Zhao, Lin (2010)
International Journal of Stochastic Analysis
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Optimal problem of cost function for the linear neutral systems.
Park, Jong Yeoul, Kang, Yong Han (2001)
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Bahlali, Seid, Mezerdi, Brahim (2005)
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Random modulation of solitons for the stochastic Korteweg–de Vries equation
A. de Bouard, A. Debussche (2007)
Annales de l'I.H.P. Analyse non linéaire
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Classical solutions of linear regulator for degenerate diffusions.
Baten, Md.Azizul (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Approximation and optimality necessary conditions in relaxed stochastic control problems.
Bahlali, Seïd, Mezerdi, Brahim, Djehiche, Boualem (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Topological sensitivity analysis for time-dependent problems
Boris Vexler, Takéo Takahashi, Samuel Amstutz (2008)
ESAIM: Control, Optimisation and Calculus of Variations
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The topological sensitivity analysis consists in studying the behavior of a given shape functional when the topology of the domain is perturbed, typically by the nucleation of a small hole. This notion forms the basic ingredient of different topology optimization/reconstruction algorithms. From the theoretical viewpoint, the expression of the topological sensitivity is well-established in many situations where the governing p.d.e. system is of elliptic type. This paper focuses on the...