//--> //--> //-->
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
~person:"Forsyth, Peter A."
~person:"Kleber, Rainer"
~type_genre:"Article in journal"
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_exact:"Regelungstheorie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Control theory
6
Kontrolltheorie
6
Portfolio selection
4
Portfolio-Management
4
Mathematical programming
3
Mathematische Optimierung
3
Asset allocation
2
Constrained optimal control
2
Stochastic process
2
Stochastischer Prozess
2
Time consistency
2
Time-consistent
2
Zeitkonsistenz
2
Betriebliche Kreislaufwirtschaft
1
Fourier methods
1
GLWB pricing
1
Hedging
1
Impulse control
1
Logistics
1
Logistik
1
Mean-Variance
1
Modellierung
1
No-arbitrage
1
Optimal control
1
PDE approach
1
Pre-commitment
1
Production management
1
Produktionswirtschaft
1
Regime switching
1
Reverse logistics
1
Scientific modelling
1
Theorie
1
Theory
1
Withdrawal strategies
1
discrete comparison
1
finance
1
monotonicity
1
optimal stochastic control
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
6
Author
All
Forsyth, Peter A.
Kleber, Rainer
Feichtinger, Gustav
15
Kort, Peter M.
13
Federico, Salvatore
12
Boucekkine, Raouf
10
Caulkins, Jonathan P.
10
Gozzi, Fausto
10
Hartl, Richard F.
10
Young, Virginia R.
10
Ferrari, Giorgio
7
Hudgins, David
7
Seidl, Andrea
7
Stein, Jerome L.
7
Caputo, Michael R.
6
Crowley, Patrick M.
6
Grass, Dieter
6
Guéant, Olivier
6
Runggaldier, Wolfgang J.
6
Sun, Peng
6
Akan, Mustafa
5
Bayraktar, Erhan
5
Brock, William A.
5
Fürnkranz-Prskawetz, Alexia
5
Gharbi, Ali
5
Steffensen, Mogens
5
Xepapadeas, Anastasios
5
Bensoussan, Alain
4
Cadenillas, Abel
4
Caliendo, Frank
4
Di Giacinto, Marina
4
Dokučaev, Nikolaj G.
4
Fabbri, Giorgio
4
Gonzalez, Fidel
4
Kasa, Kenneth
4
Korn, Ralf
4
Lehalle, Charles-Albert
4
Leung, Tim
4
Liang, Xiaoqing
4
Liang, Zongxia
4
Nævdal, Eric
4
more ...
less ...
Published in...
All
Journal of economic dynamics & control
2
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
OR-Spektrum : quantitative approaches in management
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 774-792
Persistent link: https://www.econbiz.de/10012416872
Saved in:
2
E-monotone Fourier methods for optimal stochastic control in finance
Forsyth, Peter A.
;
Labahn, George
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 25-71
Persistent link: https://www.econbiz.de/10012042218
Saved in:
3
Time-consistent mean-variance portfolio optimization : a numerical impulse control approach
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011944090
Saved in:
4
An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
Saved in:
5
Numerical solution of the HamiltonJacobiBellman formulation for continuous time mean variance asset allocation
Wang, J.
;
Forsyth, Peter A.
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10003947664
Saved in:
6
Optimal control of production and remanufacturing in a simple recovery model with linear cost functions
Minner, Stefan
;
Kleber, Rainer
- In:
OR-Spektrum : quantitative approaches in management
23
(
2001
)
1
,
pp. 3-24
Persistent link: https://www.econbiz.de/10001564487
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->