//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Operations research letters"
~subject:"Kontrolltheorie"
~subject:"Mathematical programming"
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:"Kontrolltheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kontrolltheorie
Mathematical programming
Control theory
40
Stochastic process
20
Stochastischer Prozess
20
Mathematische Optimierung
17
Portfolio selection
14
Portfolio-Management
14
Stochastic control
7
Dynamic programming
6
Dynamische Optimierung
6
Optimal control
4
Agency theory
3
Inventory model
3
Lagerhaltungsmodell
3
Markov chain
3
Markov-Kette
3
Optimal stochastic control
3
Prinzipal-Agent-Theorie
3
Risikomanagement
3
Risk management
3
Risk measures
3
Search theory
3
Suchtheorie
3
Theorie
3
Theory
3
Time consistency
3
Zeitkonsistenz
3
Bellman equation
2
Central bank
2
Contract theory
2
Discounting
2
Diskontierung
2
Distributional robustness
2
Dividend
2
Dividende
2
Economy of time
2
Exchange rate policy
2
Geldpolitik
2
Hamilton-Jacobi-Bellman equation
2
more ...
less ...
Online availability
All
Undetermined
23
Free
3
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Case study
1
Fallstudie
1
Language
All
English
40
Author
All
Federico, Salvatore
3
Shapiro, Alexander
3
Bensoussan, Alain
2
Björk, Tomas
2
Ferrari, Giorgio
2
Gozzi, Fausto
2
Long, Hongwei
2
Murgoci, Agatha
2
Perera, Sandun
2
Possamaï, Dylan
2
Ackermann, Julia
1
Albrecher, Hansjörg
1
Azcue, Pablo
1
Benjaafar, Saif
1
Bo, Lijun
1
Callegaro, Giorgia
1
Caulkins, Jonathan P.
1
Ceci, Claudia
1
Cheng, Yi
1
Cvitanić, Jakša
1
Dammann, Felix
1
Defourny, Boris
1
Di Giacinto, Marina
1
Décamps, Jean-Paul
1
Ebrahimi, Abdolghani
1
Egorov, Sergei
1
Fan, James
1
Feichtinger, Gustav
1
Feng, Youyi
1
Fontana, Claudio
1
Fontem, Belleh
1
Gassiat, Paul
1
Gayon, Jean-Philippe
1
Ghosh, Arka P.
1
Grandits, Peter
1
Griffin, Christopher
1
Guigues, Vincent
1
Hata, Hiroaki
1
Hirschmann, David
1
Horst, Ulrich
1
more ...
less ...
Published in...
All
Finance and stochastics
Operations research letters
Journal of economic dynamics & control
59
European journal of operational research : EJOR
41
Insurance / Mathematics & economics
41
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
32
Mathematics of operations research
26
Mathematical methods of operations research
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
CESifo working papers
22
Operations research
22
International journal of theoretical and applied finance
21
Computational economics
20
International journal of production research
19
American journal of agricultural economics
14
Risks : open access journal
14
Dynamic games and applications : DGA
13
CESifo Working Paper
12
International journal of production economics
12
Journal of mathematical finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
SpringerLink / Bücher
12
Journal of economic theory
11
NBER working paper series
11
Working paper
11
Lecture notes in economics and mathematical systems : LNEMS
10
Macroeconomic dynamics
10
Mathematics and financial economics
10
Annals of economic and social measurement : journal of computers, information retrieval, and research methodology
9
Applied mathematical finance
9
Games
9
International journal of productivity and quality management : IJPQM
9
Journal of mathematical economics
9
NBER Working Paper
9
Scandinavian actuarial journal
9
CoFE Discussion Paper
8
CoFE discussion papers
8
Discussion paper / Center for Economic Research, Tilburg University
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
International game theory review
8
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
2
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
3
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg
;
Azcue, Pablo
;
Muler, Nora
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
Saved in:
4
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
5
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
6
Distributionally robust modeling of optimal control
Shapiro, Alexander
- In:
Operations research letters
50
(
2022
)
5
,
pp. 561-567
Persistent link: https://www.econbiz.de/10013449446
Saved in:
7
Optimal stochastic control of the intensity of point processes
Kim, Bara
;
Kim, Jeongsim
;
Wang, Chia-Li
- In:
Operations research letters
50
(
2022
)
5
,
pp. 574-580
Persistent link: https://www.econbiz.de/10013449448
Saved in:
8
Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
Saved in:
9
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
Saved in:
10
Distributionally robust optimal control and MDP modeling
Shapiro, Alexander
- In:
Operations research letters
49
(
2021
)
5
,
pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->