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~isPartOf:"Operations research letters"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Kontrolltheorie"
~subject:"Mathematical programming"
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Kontrolltheorie
Mathematical programming
Control theory
28
Stochastic process
13
Stochastischer Prozess
13
Mathematische Optimierung
11
Portfolio selection
7
Portfolio-Management
7
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5
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Liang, Zhibin
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Long, Hongwei
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Perera, Sandun
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1
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1
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1
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1
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1
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Operations research letters
Scandinavian actuarial journal
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
Finance and stochastics
21
International journal of theoretical and applied finance
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Computational economics
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International journal of production research
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American journal of agricultural economics
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Risks : open access journal
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Lecture notes in economics and mathematical systems : LNEMS
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Macroeconomic dynamics
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Mathematics and financial economics
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Annals of economic and social measurement : journal of computers, information retrieval, and research methodology
9
Applied mathematical finance
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9
International journal of productivity and quality management : IJPQM
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Journal of mathematical economics
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NBER Working Paper
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CoFE Discussion Paper
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CoFE discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International game theory review
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ECONIS (ZBW)
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1
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
2
Time-inconsistent view on a dividend problem with penalty
Strini, Josef Anton
;
Thonhauser, Stefan
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 811-833
Persistent link: https://www.econbiz.de/10014383974
Saved in:
3
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:
4
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Zhuo, Jin
;
Xu, Zuo Quan
;
Zou, Bin
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
Saved in:
5
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:
6
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:
7
Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Yang, Peng
;
Chen, Zhiping
;
Cui, Xiangyu
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 969-997
Persistent link: https://www.econbiz.de/10012696897
Saved in:
8
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Saved in:
9
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:
10
Optimal control of a queue under a quality-of-service constraint with bounded and unbounded rates
Ebrahimi, Abdolghani
;
Ghosh, Arka P.
- In:
Operations research letters
48
(
2020
)
6
,
pp. 737-743
Persistent link: https://www.econbiz.de/10012430101
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