//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Game theory"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optimal control problem"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Game theory
Stochastic process
Control theory
54
Kontrolltheorie
54
Stochastischer Prozess
22
Theorie
18
Theory
18
Portfolio selection
14
Portfolio-Management
14
Mathematical programming
13
Mathematische Optimierung
13
CAPM
5
Dynamic programming
5
Dynamische Optimierung
5
Option pricing theory
5
Optionspreistheorie
5
Geldpolitik
4
Monetary policy
4
Optimal control
4
Markov chain
3
Markov-Kette
3
Numerical analysis
3
Numerisches Verfahren
3
Optimal Control
3
Spieltheorie
3
Transaction costs
3
Transaktionskosten
3
USA
3
United States
3
stochastic optimal control
3
Algorithm
2
Algorithmus
2
Dividend
2
Dividende
2
Estimation
2
Experiment
2
Finanzpolitik
2
Fiscal policy
2
Hamilton-Jacobi-Bellman equation
2
Incomplete market
2
more ...
less ...
Online availability
All
Undetermined
8
Free
3
Type of publication
All
Article
23
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
25
Author
All
Bender, Christian
2
Boucekkine, Raouf
2
Cadenillas, Abel
2
Camacho, Carmen
2
Dokučaev, Nikolaj G.
2
Runggaldier, Wolfgang J.
2
Zou, Benteng
2
Barth, Andrea
1
Björk, Tomas
1
Blueschke, D.
1
Blueschke, Dmitri
1
Blueschke-Nikolaeva, V.
1
Chavanasporn, Walailuck
1
Choulli, Tahir
1
Dai, Min
1
Dleuna Nyoumbi, Christelle
1
Ewald, Christian-Oliver
1
Federico, Salvatore
1
Frei, Christoph
1
Gassiat, Paul
1
Gombani, Andrea
1
Gonzalez, Fidel
1
Gozzi, Fausto
1
Guéant, Olivier
1
Kafash, Behzad
1
Kendrick, David A.
1
Kumar, Sunil
1
Kwok, Yue-Kuen
1
Lehalle, Charles-Albert
1
Li, Duan
1
Li, Xiangrong
1
Liang, Jianfeng
1
Moreno-Bromberg, Santiago
1
Murgoci, Agatha
1
Muthuraman, Kumar
1
Neck, Reinhard
1
Pham, Huyên
1
Reichmann, Oleg
1
Ruan, Weihua
1
Savin, Ivan
1
more ...
less ...
Published in...
All
Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
Insurance / Mathematics & economics
32
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
20
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Mathematical methods of operations research
14
Dynamic games and applications : DGA
13
Finance and stochastics
13
Risks : open access journal
13
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Mathematics and financial economics
8
Operations research
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Operations research letters
7
Scandinavian actuarial journal
7
CESifo working papers
6
International journal of production economics
6
Finance research letters
5
Journal of risk and financial management : JRFM
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative finance
5
Institute of Mathematical Economics Working Paper
4
International game theory review
4
International journal of financial engineering
4
OR spectrum : quantitative approaches in management
4
Annals of finance
3
Games
3
International journal of production research
3
LIDAM discussion paper IRES
3
SFB 649 discussion paper
3
Advanced mathematical methods for finance
2
American journal of agricultural economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Bonn Econ Discussion Papers / BGSE
2
CARF working paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle
;
Tambue, Antoine
- In:
Computational economics
61
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
Saved in:
2
Optimal coalition splitting with heterogenous strategies
Boucekkine, Raouf
;
Camacho, Carmen
;
Ruan, Weihua
;
Zou, …
-
2022
Persistent link: https://www.econbiz.de/10013407519
Saved in:
3
Optimal switching from competition to cooperation : a preliminary exploration
Boucekkine, Raouf
;
Camacho, Carmen
;
Zou, Benteng
-
2020
Persistent link: https://www.econbiz.de/10012244550
Saved in:
4
OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
Blueschke-Nikolaeva, V.
;
Blueschke, D.
;
Neck, Reinhard
- In:
Computational economics
56
(
2020
)
1
,
pp. 145-162
Persistent link: https://www.econbiz.de/10012272022
Saved in:
5
Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad
- In:
Computational economics
54
(
2019
)
2
,
pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
Saved in:
6
A numerical algorithm for the coupled PDEs control problem
Yuan, Gonglin
;
Li, Xiangrong
- In:
Computational economics
53
(
2019
)
2
,
pp. 697-707
Persistent link: https://www.econbiz.de/10012134850
Saved in:
7
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
8
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
9
Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Savin, Ivan
;
Blueschke, Dmitri
- In:
Computational economics
48
(
2016
)
2
,
pp. 317-338
Persistent link: https://www.econbiz.de/10011646783
Saved in:
10
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->