Stochastic Control; Three-Asset Model; Vasicek Interest Rate Model; Optimal Fraction - Articles

Model Averaging by Stacking (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57079 5,432 Downloads 6,810 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Internal Control and Fraud Prevention in the Nigerian Public Sector: A Partial Least Square Structural Equation Modeling Approach (Articles)

Aloysius Vutumu, Omo Aregbeyen, Ademola S. Akinteye

Journal of Financial Risk Management Vol.13 No.4, December 24, 2024

DOI: 10.4236/jfrm.2024.134034 380 Downloads 2,900 Views Citations
A Bivariate Software Reliability Model with Change-Point and Its Applications (Articles)

Shinji Inoue, Shigeru Yamada

American Journal of Operations Research Vol.1 No.1, March 25, 2011

DOI: 10.4236/ajor.2011.11001 7,205 Downloads 13,681 Views Citations
Design, Development and Testing of an Air Damper to Control the Resonant Response of a SDOF Quarter-Car Suspension System (Articles)

R. G. Todkar

Modern Mechanical Engineering Vol.1 No.2, November 30, 2011

DOI: 10.4236/mme.2011.12011 8,078 Downloads 15,776 Views Citations
Discriminant Analysis of Liquor Brands Based on Moving-Window Waveband Screening Using Near-Infrared Spectroscopy (Articles)

Jie Zhong, Jiemei Chen, Lijun Yao, Tao Pan

American Journal of Analytical Chemistry Vol.9 No.3, March 12, 2018

DOI: 10.4236/ajac.2018.93011 1,087 Downloads 2,254 Views Citations
The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)

Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai

Open Access Library Journal Vol.7 No.7, July 13, 2020

DOI: 10.4236/oalib.1106488 246 Downloads 1,142 Views Citations
PID Parameters Optimization Using Genetic Algorithm Technique for Electrohydraulic Servo Control System (Articles)

Ayman A. Aly

Intelligent Control and Automation Vol.2 No.2, June 3, 2011

DOI: 10.4236/ica.2011.22008 17,178 Downloads 28,914 Views Citations
A New Approach for a Class of Optimal Control Problems of Volterra Integral Equations (Articles)

Mohammad Hadi Noori Skandari, Hamid Reza Erfanian, Ali Vahidian Kamyad

Intelligent Control and Automation Vol.2 No.2, June 3, 2011

DOI: 10.4236/ica.2011.22014 6,096 Downloads 10,164 Views Citations
Optimal Immunotherapy Control of Aggressive Tumors Growth (Articles)

Elnaz Keikhosoro Kiani, Ali Vahidian Kamyad, Hedayatollah Shirzad

Intelligent Control and Automation Vol.3 No.2, May 23, 2012

DOI: 10.4236/ica.2012.32019 3,648 Downloads 5,791 Views Citations
The Inconsistency of the Quadratic Mincer Equation: A Proof (Articles)

Susan S. Hamlen

Theoretical Economics Letters Vol.2 No.2, May 23, 2012

DOI: 10.4236/tel.2012.22021 8,461 Downloads 14,694 Views Citations
Feedback Linearization Optimal Control Approach for Bilinear Systems in CSTR Chemical Reactor (Articles)

Dexin Gao, Qing Yang, Min Wang, Yongmao Yu

Intelligent Control and Automation Vol.3 No.3, August 30, 2012

DOI: 10.4236/ica.2012.33031 5,911 Downloads 8,901 Views Citations
H₂ and H_∞ Controller Design of Twin Rotor System (TRS) (Articles)

Usman Ahmad, Waqas Anjum, Syed Mahad Ali Bukhari

Intelligent Control and Automation Vol.4 No.1, February 18, 2013

DOI: 10.4236/ica.2013.41008 5,318 Downloads 8,154 Views Citations
Computational Results on Quadratic Functional Model for the Tokens of Nuclear Safety (Articles)

Joseph Olorunju Omolehin, Lukuman Aminu, Kamilu Rauf

American Journal of Computational Mathematics Vol.3 No.1, March 26, 2013

DOI: 10.4236/ajcm.2013.31002 3,941 Downloads 6,860 Views Citations
Cosmic Engineering: Moving Asteroids (Articles)

Marcin Misiak

International Journal of Astronomy and Astrophysics Vol.3 No.4, December 24, 2013

DOI: 10.4236/ijaa.2013.34060 4,181 Downloads 7,149 Views Citations
A Trading Execution Model Based on Mean Field Games and Optimal Control (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.5 No.19, November 10, 2014

DOI: 10.4236/am.2014.519294 4,909 Downloads 6,943 Views Citations
Optimal Control for Smokescreen Release Based on Numerical Simulation: Challenges and Theoretical Framework (Articles)

Cheng Cui, Sheng Xu, Zhihua Zhu, Feng Liu, Xuezheng Zhu, Shunxiang Huang

Advances in Chemical Engineering and Science Vol.5 No.2, March 31, 2015

DOI: 10.4236/aces.2015.52017 2,895 Downloads 4,250 Views Citations
A Maximum Principle for Smooth Infinite Horizon Optimal Control Problems with State Constraints and with Terminal Constraints at Infinity (Articles)

Atle Seierstad

Open Journal of Optimization Vol.4 No.3, September 29, 2015

DOI: 10.4236/ojop.2015.43012 3,382 Downloads 5,073 Views Citations
Necessary Conditions for Optimal Control of Diffusions with Hard Terminal State Restrictions (Articles)

Atle Seierstad

Open Journal of Optimization Vol.7 No.1, March 22, 2018

DOI: 10.4236/ojop.2018.71001 884 Downloads 1,766 Views Citations
An Optimal Control Approach to Customer Lifetime Value (Articles)

Darkhijav Bayanjargal, Batsukh Davaasuren

iBusiness Vol.12 No.4, December 23, 2020

DOI: 10.4236/ib.2020.124011 699 Downloads 1,997 Views Citations
Matrix Riccati Equations in Optimal Control (Articles)

Malick Ndiaye

Applied Mathematics Vol.15 No.3, March 29, 2024

DOI: 10.4236/am.2024.153011 270 Downloads 1,336 Views Citations

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