Saved in:
| Main Authors: | Li, Hanwu, Riedel, Frank |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2409.07799 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Theory of Saving under Risk Preference Dynamics
by: Ma, Qingyin, et al.
Published: (2025)
by: Ma, Qingyin, et al.
Published: (2025)
Optimal Comfortable Consumption under Epstein-Zin utility
by: Tian, Dejian, et al.
Published: (2025)
by: Tian, Dejian, et al.
Published: (2025)
A Generalization of the Riccati Recursion for Equality-Constrained Linear Quadratic Optimal Control
by: Vanroye, Lander, et al.
Published: (2023)
by: Vanroye, Lander, et al.
Published: (2023)
Optimal Consumption-Investment for General Utility with a Drawdown Constraint over a Finite-Time Horizon
by: Guan, Chonghu, et al.
Published: (2025)
by: Guan, Chonghu, et al.
Published: (2025)
Robust Optimal Reinsurance, Investment,and Surplus Allocation for Epstein-Zin Preferences
by: Guo, Junyi, et al.
Published: (2026)
by: Guo, Junyi, et al.
Published: (2026)
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
by: Federico, Salvatore, et al.
Published: (2024)
by: Federico, Salvatore, et al.
Published: (2024)
Stochastic Recursive Inclusions under Biased Perturbations: An Input-to-State Stability Perspective
by: Paul, Anik Kumar, et al.
Published: (2026)
by: Paul, Anik Kumar, et al.
Published: (2026)
Stochastic Recursive Optimal Control of McKean-Vlasov Type: A Viscosity Solution Approach
by: Zhang, Liangquan
Published: (2023)
by: Zhang, Liangquan
Published: (2023)
Recursive Binary Identification under Data Tampering and Non-Persistent Excitation with Application to Emission Control
by: Guo, Jian, et al.
Published: (2025)
by: Guo, Jian, et al.
Published: (2025)
A Stochastic Electric Vehicle Routing Problem under Uncertain Energy Consumption
by: Spinelli, Andrea, et al.
Published: (2025)
by: Spinelli, Andrea, et al.
Published: (2025)
Optimal Savings with Preference for Wealth
by: Ma, Qingyin, et al.
Published: (2025)
by: Ma, Qingyin, et al.
Published: (2025)
Risk-Adaptive Local Decision Rules
by: Royset, Johannes O., et al.
Published: (2023)
by: Royset, Johannes O., et al.
Published: (2023)
Computational Methods and Verification Theorem for Portfolio-Consumption Optimization under Exponential O-U Dynamics
by: Zhong, Zhaoxiang, et al.
Published: (2025)
by: Zhong, Zhaoxiang, et al.
Published: (2025)
Optimal Local Convergence Rates of Stochastic First-Order Methods under Local $α$-PL
by: Masiha, Saeed, et al.
Published: (2024)
by: Masiha, Saeed, et al.
Published: (2024)
Primal-Dual Stability in Local Optimality
by: Benko, Matus, et al.
Published: (2023)
by: Benko, Matus, et al.
Published: (2023)
Preference Robust Ordinal Priority Approach with Preference Elicitation under Incomplete Information for Multi-Attribute Robust Ranking and Selection
by: Wang, Renlong
Published: (2024)
by: Wang, Renlong
Published: (2024)
Finite-Horizon Optimal Consumption and Investment with Time-Varying Job-Switching Costs
by: Ha, Gugyum, et al.
Published: (2026)
by: Ha, Gugyum, et al.
Published: (2026)
Nearly Optimal $L_p$ Risk Minimization
by: Jia, Zhichao, et al.
Published: (2024)
by: Jia, Zhichao, et al.
Published: (2024)
Stealthy Optimal Range-Sensor Placement for Target Localization
by: Nooshabadi, Mohammad Hussein Yoosefian, et al.
Published: (2024)
by: Nooshabadi, Mohammad Hussein Yoosefian, et al.
Published: (2024)
Stochastic Optimal Control via Local Occupation Measures
by: Holtorf, Flemming, et al.
Published: (2022)
by: Holtorf, Flemming, et al.
Published: (2022)
Intertemporal Hedging Demand under Epstein-Zin Preferences in a Multi-Asset Long-Run Risk Model: Evidence from Projected Pontryagin-Guided Deep Policy Optimization
by: Cho, Wonchan
Published: (2025)
by: Cho, Wonchan
Published: (2025)
Sample Complexity for Markov Decision Processes and Stochastic Optimal Control with Static Risk Measures
by: Chávez, Cristian, et al.
Published: (2026)
by: Chávez, Cristian, et al.
Published: (2026)
Expanding Flow Shop Tasks Based on Recursive Functions
by: Kupriyanov, Boris, et al.
Published: (2026)
by: Kupriyanov, Boris, et al.
Published: (2026)
Brunovsky Riccati Recursion for Linear Model Predictive Control
by: Yang, Shaohui, et al.
Published: (2025)
by: Yang, Shaohui, et al.
Published: (2025)
Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
Interval Linear Programming under Transformations: Optimal Solutions and Optimal Value Range
by: Garajová, Elif, et al.
Published: (2018)
by: Garajová, Elif, et al.
Published: (2018)
Optimal Risk Scores for Continuous Predictors
by: Molero-Río, Cristina, et al.
Published: (2025)
by: Molero-Río, Cristina, et al.
Published: (2025)
Research on Optimal Control Problem Based on Reinforcement Learning under Knightian Uncertainty
by: Li, Ziyu, et al.
Published: (2025)
by: Li, Ziyu, et al.
Published: (2025)
Recursive identification with regularization and on-line hyperparameters estimation
by: Vau, Bernard, et al.
Published: (2023)
by: Vau, Bernard, et al.
Published: (2023)
Optimal Data Reduction under Information-Theoretic Criteria
by: He, Taotao, et al.
Published: (2025)
by: He, Taotao, et al.
Published: (2025)
Recursive feasibility for stochastic MPC and the rationale behind fixing flat tires
by: Fiacchini, Mirko, et al.
Published: (2025)
by: Fiacchini, Mirko, et al.
Published: (2025)
A Trajectory-Based Approach to Controlled Invariance and Recursively Feasible MPC
by: Wembe, Emmanuel Junior Wafo, et al.
Published: (2026)
by: Wembe, Emmanuel Junior Wafo, et al.
Published: (2026)
Optimal Impulse Control for Cyber Risk Management
by: Hillairet, Caroline, et al.
Published: (2024)
by: Hillairet, Caroline, et al.
Published: (2024)
Optimal Operation of Renewable Energy Communities under Demand Response Programs
by: Bianchini, Gianni, et al.
Published: (2025)
by: Bianchini, Gianni, et al.
Published: (2025)
Passivity-Based Local Design Conditions for Global Optimality in Distributed Convex Optimization
by: Jane-Soneira, Pol, et al.
Published: (2025)
by: Jane-Soneira, Pol, et al.
Published: (2025)
Exploiting Symmetries in Optimal Quantum Circuit Design
by: de Meijer, Frank, et al.
Published: (2024)
by: de Meijer, Frank, et al.
Published: (2024)
Finite-Horizon Discrete-Time Optimal Control for Nonlinear Systems under State and Control Constraints
by: Lv, Chuanzhi, et al.
Published: (2025)
by: Lv, Chuanzhi, et al.
Published: (2025)
Generalized Ordinal Priority Approach for Multi-Attribute Decision-Making under Incomplete Preference Information
by: Wang, Renlong
Published: (2024)
by: Wang, Renlong
Published: (2024)
Modified K-means Algorithm with Local Optimality Guarantees
by: Li, Mingyi, et al.
Published: (2025)
by: Li, Mingyi, et al.
Published: (2025)
Recursive Polynomial Method for Fast Collision Avoidance Maneuver Design
by: Pavanello, Zeno, et al.
Published: (2024)
by: Pavanello, Zeno, et al.
Published: (2024)
Similar Items
-
A Theory of Saving under Risk Preference Dynamics
by: Ma, Qingyin, et al.
Published: (2025) -
Optimal Comfortable Consumption under Epstein-Zin utility
by: Tian, Dejian, et al.
Published: (2025) -
A Generalization of the Riccati Recursion for Equality-Constrained Linear Quadratic Optimal Control
by: Vanroye, Lander, et al.
Published: (2023) -
Optimal Consumption-Investment for General Utility with a Drawdown Constraint over a Finite-Time Horizon
by: Guan, Chonghu, et al.
Published: (2025) -
Robust Optimal Reinsurance, Investment,and Surplus Allocation for Epstein-Zin Preferences
by: Guo, Junyi, et al.
Published: (2026)