{"id":22838,"date":"2003-08-05T00:00:00","date_gmt":"2003-08-05T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/un-nuevo-enfoque-en-la-resolucion-de-problemas-de-control-optimo-estocastico\/"},"modified":"2003-08-05T00:00:00","modified_gmt":"2003-08-05T00:00:00","slug":"un-nuevo-enfoque-en-la-resolucion-de-problemas-de-control-optimo-estocastico","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/valladolid\/un-nuevo-enfoque-en-la-resolucion-de-problemas-de-control-optimo-estocastico\/","title":{"rendered":"Un nuevo enfoque en la resoluci\u00f3n de problemas de control \u00f3ptimo estoc\u00e1stico"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Ricardo Josa Fombellida <\/strong><\/h2>\n<p>El objetivo principal de la tesis es desarrollar un nuevo m\u00e9todo para analizar algunos problemas de control \u00f3ptimo estoc\u00e1stico en tiempo continuo, tanto en horizonte acotado como no acotado. Este objetivo se concreta en: encontrar condiciones necesarias y suficientes alternativas a las tradicionales (dadas por la ecuaci\u00f3n de hamilton-jacobi-bellman) que caractericen directamente a un control \u00f3ptimo, proporcionar distintas formas de representaci\u00f3n probabil\u00edstica de un control \u00f3ptimo mediante ecuaciones diferenciales estoc\u00e1sticas prospectivas-retrospectivas, resolver una nueva clase de problemas inversos \u00f3ptimos y aplicar todos los resultados te\u00f3ricos anteriores a modelos econ\u00f3micos.  la tesis consta de 5 cap\u00edtulos.  el primero se dedica a la introducci\u00f3n, donde se exponen los antecedentes del tema y los objetivos generales de la tesis.  los cap\u00edtulos 2, 3 y 4 constituyen el bloque central de la tesis.  en el cap\u00edtulo 2 se estudia un problema de control estoc\u00e1stico con par\u00e1metro de difusi\u00f3n del proceso de estado independiente de las variables de control y se aplican los resultados obtenidos al an\u00e1lisis de un problema de producci\u00f3n-inventario, un modelo de consumo sin la presencia de inversiones, uno de crecimiento econ\u00f3mico, dos de gesti\u00f3n de recursos naturales y un problema de control de poluci\u00f3n.  en el cap\u00edtulo 3, se estudia un problema general que contiene al modelo cl\u00e1sico de inversi\u00f3n y consumo tratado en merton (1971) y se analizan, adem\u00e1s de ese modelo, uno de gesti\u00f3n de un plan de pensiones en el que se minimiza una combinaci\u00f3n de riesgos y donde se incluye la posibilidad de invertir.  en el cap\u00edtulo 4, se estudian dos modelos.  el primero es el problema de mayer donde s\u00f3lo se optimiza en el instante final. Se aplica el estudio de \u00e9ste al tratamiento de varios modelos: selecci\u00f3n de carteras de media-varianza, gesti\u00f3n de un plan de pensiones con un objetivo diferente al anterior y uno de inv<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Un nuevo enfoque en la resoluci\u00f3n de problemas de control \u00f3ptimo estoc\u00e1stico<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Un nuevo enfoque en la resoluci\u00f3n de problemas de control \u00f3ptimo estoc\u00e1stico <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Ricardo Josa Fombellida <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Valladolid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 08\/05\/2003<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Juan  Pablo Rincon Zapatero<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: on\u00e9simo Hern\u00e1ndez lerma <\/li>\n<li>gregorio D\u00edaz d\u00edaz (vocal)<\/li>\n<li>Emilio Cerd\u00e1 tena (vocal)<\/li>\n<li>david Mart\u00edn de diego (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Ricardo Josa Fombellida El objetivo principal de la tesis es desarrollar un nuevo m\u00e9todo para analizar algunos [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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