Related references
Note: Only part of the references are listed.On a parabolic partial differential equation and system modeling a production planning problem
Dragos-Patru Covei
ELECTRONIC RESEARCH ARCHIVE (2022)
A stochastic control problem with regime switching
Dragos-Patru Covei et al.
CARPATHIAN JOURNAL OF MATHEMATICS (2021)
An elliptic partial differential equation and its application
Dragos-Patru Covei et al.
APPLIED MATHEMATICS LETTERS (2020)
Uncertain dynamical system-based decision making with application to production-inventory problems
Linxue Sheng et al.
APPLIED MATHEMATICAL MODELLING (2018)
Optimal Portfolio and Consumption Rule with a CIR Model Under HARA Utility
Chun-Feng Wang et al.
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA (2018)
Existence and uniqueness of positive solutions of a system of nonlinear algebraic equations
Istvan Gyori et al.
PERIODICA MATHEMATICA HUNGARICA (2017)
DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME-SWITCHING
Agostino Capponi et al.
MATHEMATICAL FINANCE (2014)
Investment-consumption with regime-switching discount rates
Traian A. Pirvu et al.
MATHEMATICAL SOCIAL SCIENCES (2014)
OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR
Robert J. Elliott et al.
INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE (2014)
Optimal Production Management When Demand Depends on the Business Cycle
Abel Cadenillas et al.
OPERATIONS RESEARCH (2013)
A fuzzy control system with application to production planning problems
Zhongfeng Qin et al.
INFORMATION SCIENCES (2011)
Accelerated gradient descent methods with line search
Predrag S. Stanimirovic et al.
NUMERICAL ALGORITHMS (2010)
Investment and consumption without commitment
Ivar Ekeland et al.
MATHEMATICS AND FINANCIAL ECONOMICS (2008)
An acceleration of gradient descent algorithm with backtracking for unconstrained optimization
Neculai Andrei
NUMERICAL ALGORITHMS (2006)
Optimal production control problem in stochastic multiple-product multiple-machine manufacturing systems
A Gharbi et al.
IIE TRANSACTIONS (2003)