We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Abstract-- We consider a variation of the classical MarkovDubins problem dealing with curvature-constrained, shortest paths in the plane with prescribed initial and terminal positi...
In this paper, we describe the use of an evolutionary algorithm (EA) to solve dynamic control optimization problems in engineering. In this class of problems, a set of control var...
Abstract. We explore the effects of using graph width metrics as restrictions on the input to online problems. It seems natural to suppose that, for graphs having some form of bou...
We present an adaptive multilevel generalized SQP method to solve PDAE-constrained optimization problems. It explicitly allows the use of independent integration schemes such that...
Debora Clever, Jens Lang, Stefan Ulbrich, J. Carst...