Gerald L. Thompson

Carnegie Mellon University

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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1

CROSSREF CITATIONS

14

Scholarly Papers (9)

1.

A Tutorial on Optimal Control Theory

INFOR, Vol. 19, No. 4, p. 279-291, November 1981
Number of pages: 14 Posted: 24 Jun 2009 Last Revised: 22 Mar 2014
Suresh Sethi and Gerald L. Thompson
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 518 (53,384)

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Optimal control, dynamic systems, Maximum principle, economic interpretation

2.

Applications of Mathematical Control Theory to Finance: Modeling Simple Dynamic Cash Balance Problems

Journal of Financial and Quantitative Analysis (JFQA), Vol. 5, No. 4/5, pp. 381-394, 1970
Number of pages: 15 Posted: 06 Feb 2008 Last Revised: 22 Mar 2014
Suresh Sethi and Gerald L. Thompson
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 393 (74,816)

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control theory, cash balance problems, the maximum principle, free-end point problems, adjoints, economic interpretations, finacial engineering

3.

Christmas Toy Manufacturer's Problem: An Application of the Stochastic Maximum Principle

Opsearch, Vol. 14, No. 3, pp. 161-173, 1977
Number of pages: 18 Posted: 20 Mar 2011
Suresh Sethi and Gerald L. Thompson
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 34 (452,329)

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Stochastic Maximum Principle

4.

Strong Decision and Forecast Horizons in a Convex Production Planning Problem

Optimal Control Applications & Methods, Vol. 5, pp. 319-330, 1984
Number of pages: 12 Posted: 21 Jun 2009 Last Revised: 26 Apr 2014
Jinn-Tsair Teng, Gerald L. Thompson and Suresh Sethi
William Paterson University of New Jersey, Carnegie Mellon University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 13 (567,552)

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Production-inventory planning, strong decision and forecast horizons, warehouse capacity constraints, branch and bound algorithms

5.

Distributed Parameter Systems Approach to the Optimal Cattle Ranching Problem

Optimal Control Applications & Methods, Vol. 1, pp. 3-10, 1980
Number of pages: 8 Posted: 21 Jun 2009 Last Revised: 01 May 2014
N. A. Derzko, Suresh Sethi and Gerald L. Thompson
University of Toronto, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 9 (593,042)

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Optimal cattle ranching problem, distributed parameter control systems, socio-economic problems, hereditory systems

6.

Necessary and Sufficient Conditions for Optimal Control of Quasilinear Partial Differential Systems

Journal of Optimization Theory and Applications, Vol. 43, No. 1, pp. 89-101, May 1984
Number of pages: 13 Posted: 21 Jun 2009 Last Revised: 25 May 2017
N. A. Derzko, Suresh Sethi and Gerald L. Thompson
University of Toronto, University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University
Downloads 3 (634,519)
Citation 1

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Optimal control, distributed-parameter systems, control of partial differential equations, sufficiency conditions, Green's formula

7.

Turnpike Horizons for Production Planning

Management Science, Vol. 26, No. 3, pp. 229-241, March 1980
Posted: 05 May 2008 Last Revised: 31 Jan 2019
Suresh Sethi and Gerald L. Thompson
University of Texas at Dallas - Naveen Jindal School of Management and Carnegie Mellon University

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Production planning, Optimal control, Dynamic programming, state constraints, feedback controls, optimal control theory, Maximum principle, Turnpike, Turnpike horizon, Forecast horizon, Decision horizon, inventory problem, Linear-quadratic control problem

8.

Profit Maximization Models for Exponential Decay Processes

European Journal of Operational Research, Vol. 22, No. 1, October 1985
Posted: 08 Apr 2008
Suresh Sethi, Gerald L. Thompson and V. Udayabhanu
University of Texas at Dallas - Naveen Jindal School of Management, Carnegie Mellon University and affiliation not provided to SSRN

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Exponential decay processes, oil driller's problem, advertising goodwill, repair and cleaning activities

9.

Strong Planning and Forecast Horizons for a Model with Simultaneous Price and Production Decisions

European Journal of Operational Research, Vol. 16, No. 3, June 1984
Posted: 08 Apr 2008
Gerald L. Thompson, Suresh Sethi and Jinn-Tsair Teng
Carnegie Mellon University, University of Texas at Dallas - Naveen Jindal School of Management and William Paterson University of New Jersey

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Optimal Control, Pricing, Production, Advertising; Forecast Horizons, Decision Horizons, Planning Horizons