//--> //--> //--> //-->
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:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~type_genre:"Aufsatz in Zeitschrift"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Control theory
37
Kontrolltheorie
37
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
19
Portfolio-Management
19
Theorie
18
Theory
18
Reinsurance
7
Rückversicherung
7
Dividend
6
Dividende
6
Mathematical programming
6
Mathematische Optimierung
6
CAPM
5
stochastic optimal control
5
Option pricing theory
4
Optionspreistheorie
4
stochastic control
4
Dynamic programming
3
Dynamische Optimierung
3
Experiment
3
Hamilton-Jacobi-Bellman equation
3
Probability theory
3
Risikomanagement
3
Risk management
3
Transaction costs
3
Transaktionskosten
3
Wahrscheinlichkeitsrechnung
3
Erwartungsnutzen
2
Expected utility
2
HJB equation
2
Incomplete market
2
Insurance
2
Martingal
2
Martingale
2
Risikomaß
2
Risikomodell
2
Risk measure
2
Risk model
2
more ...
less ...
Online availability
All
Undetermined
11
Free
3
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
38
Language
All
English
38
Author
All
Bender, Christian
2
Cadenillas, Abel
2
Dokučaev, Nikolaj G.
2
Grandits, Peter
2
Han, Xia
2
Liang, Zhibin
2
Muthuraman, Kumar
2
Runggaldier, Wolfgang J.
2
Bach, Christian Friis
1
Bayraktar, Erhan
1
Björk, Tomas
1
Bäuerle, Nicole
1
Chen, Zhiping
1
Choulli, Tahir
1
Colaneri, Katia
1
Cui, Xiangyu
1
Dai, Min
1
Eisenberg, Julia
1
Evstigneev, Igor V.
1
Federico, Salvatore
1
Fleming, Wendell Helms
1
Freer, Mikhail
1
Frei, Christoph
1
Frésard, Marjolaine
1
Gassiat, Paul
1
Golberg, Alexander
1
Gombani, Andrea
1
Gozzi, Fausto
1
Guéant, Olivier
1
Ierland, Ekko C. van
1
Kant, Shashi
1
Klein, Maike
1
Korn, Ralf
1
Kumar, Sunil
1
Kwok, Yue-Kuen
1
Lehalle, Charles-Albert
1
Leimcke, Gregor
1
Levin, M. I.
1
Li, Duan
1
Liang, Jianfeng
1
more ...
less ...
Published in...
All
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Journal of economic dynamics & control
59
Insurance / Mathematics & economics
41
European journal of operational research : EJOR
38
Mathematics of operations research
26
Mathematical methods of operations research
23
Finance and stochastics
21
International journal of theoretical and applied finance
21
Operations research
21
Computational economics
20
International journal of production research
19
Operations research letters
19
Risks : open access journal
14
Dynamic games and applications : DGA
13
American journal of agricultural economics
12
International journal of production economics
12
Journal of mathematical finance
12
Journal of economic theory
11
Macroeconomic dynamics
10
Mathematics and financial economics
10
Applied mathematical finance
9
Games
9
International journal of productivity and quality management : IJPQM
9
Journal of mathematical economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
International game theory review
8
Quantitative finance
8
Economic modelling
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of banking & finance
7
Journal of economic behavior & organization : JEBO
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
6
Computational optimization and applications : an international journal
6
Journal of risk and financial management : JRFM
6
Manufacturing & service operations management : M & SOM
6
Mathematical methods of operations research : ZOR
6
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
11
-
20
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
(
2018
)
10
,
pp. 863-889
Persistent link: https://www.econbiz.de/10011939763
Saved in:
12
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:
13
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:
14
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:
15
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Saved in:
16
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Saved in:
17
Sustainable harvest of a native species and control of an invasive species : a bioeconomic model of a commercial fishery invaded by a space competitor
Frésard, Marjolaine
;
Ropars-Collet, Carole
- In:
Ecological economics : the transdisciplinary journal of …
106
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010493713
Saved in:
18
Liquidation in limit order books with controlled intensity
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 627-650
Persistent link: https://www.econbiz.de/10011308178
Saved in:
19
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
20
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->