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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"NBER Working Paper"
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Search: subject_exact:"Optimal control problem"
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER Working Paper
CESifo working papers
10
American journal of agricultural economics
9
Macroeconomic dynamics
9
CoFE discussion papers
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Mathematical control theory and finance
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Lecture notes in economics and mathematical systems : LNEMS
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Natural resource modeling : the official journal of the Resource Modeling Association
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
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Memorandum from Department of Economics, University of Oslo
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Journal of mathematical economics
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Journal of public economic theory
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Journal of the European Economic Association
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ECONIS (ZBW)
42
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1
Managing disinflation under uncertainty
Tesfaselassie, Mewael F.
;
Schaling, Eric
- In:
Journal of economic dynamics & control
34
(
2010
)
12
,
pp. 2568-2577
Persistent link: https://www.econbiz.de/10009127976
Saved in:
2
Maximizing the growth rate under risk constraints
Pirvu, Traian A.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003882789
Saved in:
3
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
4
Methods for robust control
Dennis, Richard J.
;
Leitemo, Kai
;
Söderström, Ulf
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1604-1616
Persistent link: https://www.econbiz.de/10003861081
Saved in:
5
Optimal pricing and advertising policies for an entertainment event
Jørgensen, Steffen
;
Kort, Peter M.
;
Zaccour, Georges
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 583-596
Persistent link: https://www.econbiz.de/10003817942
Saved in:
6
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
7
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
8
Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control
Brock, William A.
;
Xepapadeas, Anastasios
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2745-2787
Persistent link: https://www.econbiz.de/10003775095
Saved in:
9
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
Saved in:
10
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
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