Optimal control of a dynamical system with intermediate phase constraints and applications in cash management
Author:
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Algebra and Number Theory,Applied Mathematics,Control and Optimization,Algebra and Number Theory
Reference33 articles.
1. A. V. Arutyunov, A. I. Okoulevitch.Necessary optimality conditions for optimal control problems with itermediate constraints, Journal of Dynamical and Control Systems, 4 (1998), 49-58.
2. M. Azi and M. O. Bibi, Optimal cash management with intermediate phase constraints, In Proc. of the International Conference on Financial mathematics Tools and Applications (MFOA'2019) University of Bejaia, Octobre 28-29, (2019), 14 – 23.
3. M. Azi and M. O. Bibi, Optimal Control of Linear Dynamical System with Intermediate Phase Constraints, In Proc. of the 11th Conference on the Optimization and Information Systems, (COSI'2014), (2014), 347–356.
4. N. V. Balashevich, R. Gabasov, F. M. Kirillova.Algorithms for open loop and closed loop optimization of control systems with intermediate phase constraints, Zh. Vychisl. Mat. Fiz, 41 (2001), 1485-1504.
5. M. O. Bibi, Methods for Solving Linear-Quadratic Problems of Optimal Control, Ph.D Thesis, University of Minsk, 1985.
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