The envelope theorem in dynamic optimization

Pushing the Envelope: Antitrust Implications of the Envelope Theorem

Dynamic Envelope and Control Shading Pattern to Visual Comfort of Office Building in Tehran

This work reviews the effect of parametric programming on visual performance, daylighting and shading in office buildings in Tehran-Iran and studies their influences that help not only to reduce the glare but also to promote useful daylight illuminance through promoting visual comfort. It starts by establishing a review of the effective parameters on visual comfort indices, glare indices, and d...

Envelope Theorems in Dynamic Programming

The Envelope Theorem is a statement about derivatives along an optimal trajectory. In Dynamic Programming the Envelope Theorem can be used to characterize and compute the Optimal Value Function from its derivatives. We illustrate this here for the Linear-Quadratic Control Problem, the Resource Allocation Problem, and the Inverse Problem of Dynamic Programming.

The dynamic nature of the nuclear envelope

In eukaryotes, chromosomes are encased by a dynamic nuclear envelope. In contrast to metazoans, where the nuclear envelope disassembles during mitosis, many fungi including budding yeast undergo "closed mitosis," where the nuclear envelope remains intact throughout the cell cycle. Consequently, during closed mitosis the nuclear envelope must expand to accommodate chromosome segregation to the t...

An Envelope Theorem for Bayesian Dynamic Program and Its Application to an Inventory Problem

A generalized envelope theorem is established for a Bayesian dynamic program problem. An application of the theorem is given in a Bayesian inventory management problem with unobserved lost sales. Specifically, we show that the optimal inventory level with unobserved lost sales is greater than the optimal inventory level with observed lost sales. We prove this result under the continuous demand ...