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We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…

Optimization and Control · Mathematics 2025-03-24 Dariusz Zawisza

This paper studies a continuous-review backlogged inventory model considered by Helmes et al. (2015) but with discontinuous quantity-dependent setup cost for each order. In particular, the setup cost is characterized by a two-step function…

Optimization and Control · Mathematics 2020-09-03 Fen Xu , Dacheng Yao , Hanqin Zhang

In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…

Mathematical Finance · Quantitative Finance 2016-06-21 Anton A. Shardin , Michaela Szölgyenyi

This paper is concerned with cost optimization of an insurance company. The surplus of the insurance company is modeled by a controlled regime switching diffusion, where the regime switching mechanism provides the fluctuations of the random…

Optimization and Control · Mathematics 2016-08-02 Chao Zhu

In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…

Probability · Mathematics 2015-04-07 Liu Zaiming , Chen Gang , Wu Jinbiao

In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifetime of the company and the portfolio contains claims due to…

Portfolio Management · Quantitative Finance 2023-11-13 Hansjoerg Albrecher , Pablo Azcue , Nora Muler

We investigate the portfolio execution problem under a framework in which volatility and liquidity are both uncertain. In our model, we assume that a multidimensional Markovian stochastic factor drives both of them. Moreover, we model…

Mathematical Finance · Quantitative Finance 2023-08-08 Max O. Souza , Yuri Thamsten

We formulate a continuous-time competitive equilibrium model of irreversible capacity investment in which a continuum of heterogeneous producers supplies a single non-durable good subject to exogenous stochastic demand. Each producer…

Probability · Mathematics 2025-12-04 Constantinos Kardaras , Alexandros Pavlis , Mihail Zervos

This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…

Optimization and Control · Mathematics 2015-10-21 Eugene Feinberg , Xiaoxuan Zhang

We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…

Probability · Mathematics 2025-06-10 Alexander M. G. Cox , Benjamin A. Robinson

We consider a risk-sensitive optimization of consumption-utility on infinite time horizon where the one-period investment gain depends on an underlying economic state whose evolution over time is assumed to be described by a discrete-time,…

Optimization and Control · Mathematics 2021-11-19 Anindya Goswami , Nimit Rana , Tak Kuen Siu

As is well known, average-cost optimality inequalities imply the existence of stationary optimal policies for Markov Decision Processes with average costs per unit time, and these inequalities hold under broad natural conditions. This paper…

Optimization and Control · Mathematics 2016-10-04 Eugene A. Feinberg , Yan Liang

In this paper we address the problem of optimal dividend payout strategies from a surplus process governed by Brownian motion with drift under a drawdown constraint, i.e. the dividend rate can never decrease below a given fraction $a$ of…

Optimization and Control · Mathematics 2022-06-27 Hansjoerg Albrecher , Pablo Azcue , Nora Muler

In this paper, we consider joint drift rate control and impulse control for a stochastic inventory system under long-run average cost criterion. Assuming the inventory level must be nonnegative, we prove that a…

Optimization and Control · Mathematics 2020-09-03 Ping Cao , Dacheng Yao

We study an optimal execution strategy for purchasing a large block of shares over a fixed time horizon. The execution problem is subject to a general price impact that gradually dissipates due to market resilience. We allow for general…

Mathematical Finance · Quantitative Finance 2026-04-14 Etienne Chevalier , Yadh Hafsi , Vathana Ly Vath , Sergio Pulido

We consider a two-product inventory system with independent Poisson demands, limited joint storage capacity and partial demand substitution. Replenishment is performed simultaneously for both products and the replenishment time may be fixed…

Optimization and Control · Mathematics 2015-10-20 Apostolos N. Burnetas , Odysseas Kanavetas

High-tech systems are typically produced in two stages: 1) Production of components using specialized equipment and staff; 2) System assembly/integration. Component production capacity is subject to fluctuations, causing a high risk of…

Probability · Mathematics 2024-04-18 Mirjam S. Meijer , Dennis Schol , Willem van Jaarsveld , Maria Vlasiou , Bert Zwart

``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic…

Statistical Mechanics · Physics 2023-02-20 Benjamin De Bruyne , Francesco Mori

An isoperimetric optimal control problem with non-convex cost is considered for a class of nonlinear control systems with periodic boundary conditions. This problem arises in chemical engineering as the maximization of the product of…

Optimization and Control · Mathematics 2022-01-19 Peter Benner , Andreas Seidel-Morgenstern , Alexander Zuyev

A bivariate extension to Box and Jenkins (1963) feedback adjustment problem is presented in this paper. The model balances the fixed cost of making an adjustment, which is assumed independent of the magnitude of the adjustments, with the…

Methodology · Statistics 2019-12-19 Enrique del Castillo , Rainer Goeb