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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Scientific modelling"
~subject:"Theory"
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Search: subject_exact:"Optimal control problem"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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1
Learning, expectations formation, and the pitfalls of optimal control monetary policy
Orphanides, Athanasios
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003722399
Saved in:
2
Methods for robust control
Dennis, Richard J.
(
contributor
);
Leitemo, Kai
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003416415
Saved in:
3
Robust control with commitment : a modification to Hansen-Sargent
Dennis, Richard J.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003159455
Saved in:
4
Robust monetary policy with competing reference models
Levin, Andrew T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867970
Saved in:
5
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:
6
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:
7
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:
8
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
9
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:
10
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
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