Academic literature on the topic 'Optimal dividend control problem'

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Dissertations / Theses on the topic "Optimal dividend control problem"

1

Prezioso, Luca. "Financial risk sources and optimal strategies in jump-diffusion frameworks." Doctoral thesis, Università degli studi di Trento, 2020. http://hdl.handle.net/11572/254880.

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An optimal dividend problem with investment opportunities, taking into consideration a source of strategic risk is being considered, as well as the effect of market frictions on the decision process of the financial entities. It concerns the problem of determining an optimal control of the dividend under debt constraints and investment opportunities in an economy with business cycles. It is assumed that the company is to be allowed to accept or reject investment opportunities arriving at random times with random sizes, by changing its outstanding indebtedness, which would impact its capital
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2

Furtado, Guilherme Phillips. "Formulation of impedance control strategy as an optimal control problem." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/3/3152/tde-05022019-153033/.

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A formulation of impedance control for redundant manipulators is developed as a particular case of an optimal control problem. This formulation allows the planning and design of an impedance controller that benets from the stability and eficiency of an optimal controller. Moreover, to circumvent the high computational costs of computing an optimal controller, a sub-optimal feedback controller based on the state-dependent Ricatti equation (SDRE) approach is developed. This approach is then compared with the quadratic programming (QP) control formulation, commonly used to resolve redundancy of r
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3

Losse, Philip. "The H_infinity Optimal Control Problem for Descriptor Systems." Doctoral thesis, Universitätsbibliothek Chemnitz, 2012. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-83628.

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The H_infinity control problem is studied for linear constant coefficient descriptor systems. Necessary and sufficient optimality conditions as well as controller formulas are derived in terms of deflating subspaces of even matrix pencils for problems of arbitrary index. A structure preserving method for computing these subspaces is introduced. In combination these results allow the derivation of a numerical algorithm with advantages over the classical methods.
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4

Tadi, Mohsen. "An optimal control problem for a Timoshenko beam." Diss., Virginia Tech, 1991. http://hdl.handle.net/10919/39868.

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5

Bondarenko, Oleksandr. "Optimal Control for an Impedance Boundary Value Problem." Thesis, Virginia Tech, 2010. http://hdl.handle.net/10919/36136.

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We consider the analysis of the scattering problem. Assume that an incoming time harmonic wave is scattered by a surface of an impenetrable obstacle. The reflected wave is determined by the surface impedance of the obstacle. In this paper we will investigate the problem of choosing the surface impedance so that a desired scattering amplitude is achieved. We formulate this control problem within the framework of the minimization of a Tikhonov functional. In particular, questions of the existence of an optimal solution and the derivation of the optimality conditions will be addressed.<br>Master
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6

Mukonoweshuro, Rumbidzai Ushendibaba. "The dividend behaviour of NYSE-listed banks within an optimal control theory framework." Thesis, University of Plymouth, 2008. http://hdl.handle.net/10026.1/382.

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Within the dividend policy literature there is no universally accepted model to explain dividend behaviour. The theoretical dividend policy literature contains a promising dynamic mathematical model based on optimal control theory formulated by Davidson (1980), in the spirit of the Modigliani-Brumberg-Yaari types of lifecyle hypothesis, but despite being published some time ago the model has not been tested empirically, possibly due to its complexity. It is the main purpose of this research study to investigate the dividend behaviour patterns of banks listed on the NYSE within this optimal con
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7

Jaimoukha, Imad Mahmoud. "The two-block super-optimal distance problem in control." Thesis, Imperial College London, 1990. http://hdl.handle.net/10044/1/46363.

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8

李澤康 and Chak-hong Lee. "Nonlinear time-delay optimal control problem: optimality conditions and duality." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1995. http://hub.hku.hk/bib/B31212475.

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Lee, Chak-hong. "Nonlinear time-delay optimal control problem : optimality conditions and duality /." [Hong Kong] : University of Hong Kong, 1995. http://sunzi.lib.hku.hk/hkuto/record.jsp?B16391640.

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10

Chai, Qinqin. "Computational methods for solving optimal industrial process control problems." Thesis, Curtin University, 2013. http://hdl.handle.net/20.500.11937/1227.

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In this thesis, we develop new computational methods for three classes of dynamic optimization problems: (i) A parameter identification problem for a general nonlinear time-delay system; (ii) an optimal control problem involving systems with both input and output delays, and subject to continuous inequality state constraints; and (iii) a max-min optimal control problem arising in gradient elution chromatography.In the first problem, we consider a parameter identification problem involving a general nonlinear time-delay system, where the unknown time delays and system parameters are to be ident
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