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~isPartOf:"Journal of bioeconomics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Dynamic programming"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Dynamic programming
Control theory
33
Kontrolltheorie
33
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
19
Portfolio-Management
19
Theorie
17
Theory
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7
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Dividende
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Mathematical programming
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stochastic optimal control
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stochastic control
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Hamilton-Jacobi-Bellman equation
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Aufsatz in Zeitschrift
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Björk, Tomas
1
Chritonenko, Natalija V.
1
Li, Duan
1
Liang, Jianfeng
1
Murgoci, Agatha
1
Yatsenko, Yuri
1
Zhang, Shuzhong
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Zhou, Xun Yu
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Journal of bioeconomics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Operations research
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
5
Finance and stochastics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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3
Mathematics of operations research
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Computational economics
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INFORMS journal on applied analytics
2
International journal of production economics
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International journal of theoretical and applied finance
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Journal of revenue and pricing management
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Journal of risk and financial management : JRFM
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Journal of scheduling
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Journal of the Operational Research Society : OR
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Manufacturing & service operations management : M & SOM
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Natural resource modeling : the official journal of the Resource Modeling Association
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OR spectrum : quantitative approaches in management
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Operations research letters
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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American journal of agricultural economics
1
Computational Management Science : CMS
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Economic modelling
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Economics / Journal articles : the open-access, open-assessment journal
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Economics of innovation and new technology
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IEEE transactions on engineering management : EM
1
IMA journal of management mathematics
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INFORMS journal on computing : JOC
1
International game theory review
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International journal of production research
1
International journal of sustainable economies management : an official publication of the Information Resources Management Association
1
International journal of theoretical and applied finance : IJTAF
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Journal of banking & finance
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Journal of environmental economics and policy
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ECONIS (ZBW)
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1
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:
2
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
3
Optimization of harvesting return from age-structured population
Chritonenko, Natalija V.
;
Yatsenko, Yuri
- In:
Journal of bioeconomics
8
(
2006
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10003371925
Saved in:
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