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检索条件"主题词=Dynamic Programming Principle"
226 条 记 录,以下是201-210 订阅
排序:
Restoration performance study of k-shortest disjoint paths in WDM optical networks
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TELECOMMUNICATION SYSTEMS 2007年 第1-2期34卷 13-26页
作者: Tak, Sungwoo Park, E. K. Pusan Natl Univ Res Inst Comp Informat & Commun Dept Comp Sci & Engn Pusan 609735 South Korea Univ Missouri Sch Comp & Engn Kansas City MO 64110 USA
Many researchers have proposed restoration techniques incorporating the concept of k-shortest disjoint paths in survivable WDM (Wavelength Division Multiplexing) optical networks, but without considering network perfo... 详细信息
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Restoration performance study of k-shortest disjoint paths in WDM optical networks
Restoration performance study of <i>k</i>-shortest disjoint ...
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14th International Conference on Computer Communications and Networks
作者: Tak, Sungwoo Park, E. K. Pusan Natl Univ Res Inst Comp Informat & Commun Dept Comp Sci & Engn Pusan 609735 South Korea Univ Missouri Sch Comp & Engn Kansas City MO 64110 USA
Many researchers have proposed restoration techniques incorporating the concept of k-shortest disjoint paths in survivable WDM (Wavelength Division Multiplexing) optical networks, but without considering network perfo... 详细信息
来源: 评论
The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate
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APPLIED MATHEMATICS AND COMPUTATION 2006年 第2期175卷 1596-1608页
作者: Wu, Zhen Zhang, Liyan Shandong Univ Sch Math & Syst Sci Jinan 250100 Peoples R China
In this paper, one kind of corporate optimal portfolio and consumption choice problem is studied for a investor who can invest his wealth in the bond (bank account) and in a real project which has the production. The ... 详细信息
来源: 评论
Zero-sum differential games involving hybrid controls
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JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 2006年 第1期128卷 75-102页
作者: Dharmatti, S Ramaswamy, M Indian Inst Sci Dept Math Bangalore 560012 Karnataka India Tata Inst Fundamental Res IISc TIFR Math Program Bangalore Karnataka India
We study a zero-sum differential game with hybrid controls in which both players are allowed to use continuous as well as discrete controls. Discrete controls act on the system at a given set interface. The state of t... 详细信息
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Uniqueness of unbounded viscosity solutions for impulse control problem
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JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 2006年 第2期315卷 686-710页
作者: Ramaswamy, M Dharmatti, S IISc TIFR Math Program TIFR Ctr Bangalore 560012 Karnataka India Indian Inst Sci Dept Math Bangalore 560012 Karnataka India
We study here the impulse control problem in infinite as well as finite horizon. We allow the cost functionals and dynamics to be unbounded and hence the value function can possibly be unbounded. We prove that the val... 详细信息
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One kind of corporate optimal investment problem in the real project
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25th Chinese Control Conference
作者: Wu Zhen Zhang Linyan Shandong Univ Sch Math & Syst Sci Jinan 250100 Peoples R China
One kind of corporate optimal portfolio and consumption choice problem is studied for a investor who can invest his wealth in the bond (bank account) and in a real project which has the production. The bank pays at an... 详细信息
来源: 评论
One Kind of Corporate Optimal Investment Problem in the Real Project
One Kind of Corporate Optimal Investment Problem in the Real...
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第25届中国控制会议
作者: Wu Zhen, Zhang Linyan School of Mathematics and System Sciences, Shandong University, Jinan 250100
<正>One kind of corporate optimal portfolio and consumption choice problem is studied for a investor who can invest his wealth in the bond (bank account) and in a real project which has the production. The bank pa... 详细信息
来源: 评论
Differential games of inf-sup type and Isaacs equations
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APPLIED MATHEMATICS AND OPTIMIZATION 2005年 第1期52卷 1-22页
作者: Kaise, H Sheu, SJ Nagoya Univ Grad Sch Informat Sci Chikusa Ku Nagoya Aichi 4648601 Japan Acad Sinica Inst Math Taipei 11529 Taiwan
Motivated by the work of Fleming [6], we provide a general framework to associate inf-sup type values with the Isaacs equations. We show that upper and lower bounds for the generators of inf-sup type are upper and low... 详细信息
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Optimal reinsurance and dividend distribution policies in the Cramer-Lundberg model
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MATHEMATICAL FINANCE 2005年 第2期15卷 261-308页
作者: Azcue, P Muler, N Univ Torcuato Di Tella Dept Matemat & Estadist RA-1428 Buenos Aires DF Argentina
We consider that the reserve of an insurance company follows a Cramer-Lundberg process. The management has the possibility of controlling the risk by means of reinsurance. Our aim is to find a dynamic choice of both t... 详细信息
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Hybrid control systems and viscosity solutions
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SIAM JOURNAL ON CONTROL AND OPTIMIZATION 2005年 第4期44卷 1259-1288页
作者: Dharmatti, S Ramaswamy, M Indian Inst Sci Dept Math Bangalore 560012 Karnataka India TIFR Ctr IISc TIFR Math Program Bangalore 560012 Karnataka India
We investigate a model of hybrid control system in which both discrete and continuous controls are involved. In this general model, discrete controls act on the system at a given set interface. The state of the system... 详细信息
来源: 评论