John J. Westman
According to our database1,
John J. Westman
authored at least 9 papers
between 2000 and 2004.
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Bibliography
2004
Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods.
IEEE Trans. Autom. Control., 2004
2003
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003
Jump-diffusion stock-return model with weighted fitting of time-dependent parameters.
Proceedings of the American Control Conference, 2003
2002
Portfolio optimization with jump-diffusions: estimation of time-dependent parameters and application.
Proceedings of the 41st IEEE Conference on Decision and Control, 2002
Proceedings of the American Control Conference, 2002
Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps.
Proceedings of the American Control Conference, 2002
2001
Stochastic production systems: production and maintenance scheduling with finite buffers.
Proceedings of the 40th IEEE Conference on Decision and Control, 2001
Optimal production scheduling for manufacturing systems with preventive maintenance in an uncertain environment.
Proceedings of the American Control Conference, 2001
2000
Proceedings of the American Control Conference, 2000