Journal: SIAM Journal on Control and Optimization

Found 84 papers in total
Theoretical and numerical analysis of an optimal control problem related to wastewater treatment
Theoretical and numerical analysis of an optimal control problem related to wastewater treatment
2000,
In this work we deal with the design and management of wastewater treatment systems,...
Utility maximisation with discretionary stopping
Utility maximisation with discretionary stopping
2000,
Utility maximisation problems of mixed optimal stopping/control type are considered,...
Solvable states in n-player stochastic games
Solvable states in n-player stochastic games
2000,
We prove that, in every stochastic game with finitely many states and actions, there...
Zero sum absorbing games with incomplete information on one side: Asymptotic analysis
Zero sum absorbing games with incomplete information on one side: Asymptotic analysis
2000,
We prove the existence of the limit of the values of finitely repeated (or discounted)...
Simplifying optimal strategies in stochastic games
Simplifying optimal strategies in stochastic games
1998,
We deal with zero-sum limiting average stochastic games. We show that the existence of...
Sliding modes in solving convex programming problems
Sliding modes in solving convex programming problems
1998,
Sliding modes are used to analyze a class of dynamical systems that solve convex...
Infinite linear programming and multichain Markov control processes in uncountable spaces
Infinite linear programming and multichain Markov control processes in uncountable spaces
1998,
In this paper we use infinite linear programming to study Markov control processes in...
Continuity of optimal values and solutions for control of Markov chains with constraints
Continuity of optimal values and solutions for control of Markov chains with constraints
2000,
We consider in this paper constrained Markov decision processes. This type of control...
Optimal control of inflation: A central bank problem
Optimal control of inflation: A central bank problem
1998,
This paper models the action of the central bank on the dynamics of the nominal...
An optimal control theory for discrete event systems
An optimal control theory for discrete event systems
1998,
In certain discrete event applications it may be desirable to find a particular...
The symmetric rendezvous-evasion game
The symmetric rendezvous-evasion game
1998,
E.J. Anderson and R.R. Weber considered the problem of two rendezvousers, R 1 , R 2 ,...
Risk-sensitive production planning of a stochastic manufacturing system
Risk-sensitive production planning of a stochastic manufacturing system
1998,
This paper is concerned with long-run average risk-sensitive control of production...
Exact penalization of mathematical programs with equilibrium constraints
Exact penalization of mathematical programs with equilibrium constraints
1999,
We study theoretical and computational aspects of an exact penalization approach to...
Minimizing and stationary sequences of constrained optimization problems
Minimizing and stationary sequences of constrained optimization problems
1998,
We study some fundamental asymptotic properties associated with the well-posedness of...
Rendezvous on the line when the players' initial distance is given by an unknown probability distribution
Rendezvous on the line when the players' initial distance is given by an unknown probability distribution
1998,
Two players A and B are randomly placed on a line. The distribution of the distance...
Primal–dual strategy for constrained optimal control problems
Primal–dual strategy for constrained optimal control problems
1999,
An algorithm for efficient solution of control constrained optimal control problems is...
Stochastic shortest path games
Stochastic shortest path games
1999,
We consider dynamic, two-player, zero-sum games where the ‘minimizing’...
Asymptotic behavior of a Markovian stochastic algorithm with constant step
Asymptotic behavior of a Markovian stochastic algorithm with constant step
1999,
We first derive from abstract results on Feller transition kernels that, under some...
Stability of piecewise-deterministic Markov processes
Stability of piecewise-deterministic Markov processes
1999,
In this paper, we study a form of stability for a general family of nondiffusion...
On the convergence and applications of generalized simulated annealing
On the convergence and applications of generalized simulated annealing
1999,
The convergence of the generalized simulated annealing with time-inhomogeneous...
Solving scheduling problems by simulated annealing
Solving scheduling problems by simulated annealing
1998,
We define a general methodology to deal with a large family of scheduling problems. We...
A new algorithm for state-constrained separated continuous linear programs
A new algorithm for state-constrained separated continuous linear programs
1998,
During the last few decades, significant progress has been made in solving large-scale...
Approximations in dynamic zero-sum games II
Approximations in dynamic zero-sum games II
1997,
We pursue in this paper our study of approximations of values and ϵ saddle-point...
Blackwell optimality in Borelian continuous-in-action Markov decision processes
Blackwell optimality in Borelian continuous-in-action Markov decision processes
1997,
Necessary and sufficient conditions are obtained for the existence of ϵ-weak...
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