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~subject:"Entscheidung unter Unsicherheit"
~subject:"Game theory"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Search: subject_exact:"Optimal control problem"
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Entscheidung unter Unsicherheit
Game theory
Stochastic process
Control theory
958
Kontrolltheorie
958
Stochastischer Prozess
315
Theorie
219
Theory
219
Mathematical programming
199
Mathematische Optimierung
199
Portfolio selection
163
Portfolio-Management
163
Dynamic programming
101
Dynamische Optimierung
101
Optimal control
79
optimal control
59
Markov chain
55
Markov-Kette
55
stochastic control
43
Spieltheorie
42
Robust statistics
41
Robustes Verfahren
41
Stochastic control
41
Inventory model
39
Lagerhaltungsmodell
39
Option pricing theory
38
Optionspreistheorie
38
Risk
38
Stochastic optimal control
38
Risiko
37
stochastic optimal control
33
Analysis
27
Mathematical analysis
27
USA
27
United States
27
Cybernetics
26
Dividend
26
Dividende
26
Kybernetik
26
Simulation
26
Production control
25
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Undetermined
195
Free
40
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Article
352
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2
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Article in journal
Aufsatz in Zeitschrift
354
Graue Literatur
113
Non-commercial literature
113
Arbeitspapier
107
Working Paper
107
Aufsatz im Buch
20
Book section
20
Hochschulschrift
15
Thesis
10
Konferenzschrift
6
Collection of articles of several authors
4
Sammelwerk
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Aufsatzsammlung
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1
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1
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1
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1
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English
354
Author
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Young, Virginia R.
10
Federico, Salvatore
8
Ferrari, Giorgio
6
Runggaldier, Wolfgang J.
6
Guéant, Olivier
5
Gharbi, Ali
4
Gozzi, Fausto
4
Lehalle, Charles-Albert
4
Leung, Tim
4
Liang, Xiaoqing
4
Steffensen, Mogens
4
Bayraktar, Erhan
3
Björk, Tomas
3
Cadenillas, Abel
3
De Angelis, Tiziano
3
Di Giacinto, Marina
3
Djehiche, Boualem
3
Dokučaev, Nikolaj G.
3
Korn, Ralf
3
Liang, Zhibin
3
Liang, Zongxia
3
Moreno-Bromberg, Santiago
3
Murgoci, Agatha
3
Perera, Sandun
3
Shevchenko, Pavel V.
3
Taksar, Michael I.
3
Vigna, Elena
3
Yan, Raphael
3
Zeng, Xudong
3
Abutaleb, Ahmed S.
2
Angoshtari, Bahman
2
Aïd, René
2
Barth, Andrea
2
Basei, Matteo
2
Başar, Tamer
2
Bender, Christian
2
Bensoussan, Alain
2
Bergault, Philippe
2
Bi, Junna
2
Boucekkine, Raouf
2
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Insurance / Mathematics & economics
33
Mathematics of operations research
21
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
15
Dynamic games and applications : DGA
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
13
Journal of economic dynamics & control
13
Risks : open access journal
13
Mathematical methods of operations research
12
Computational economics
10
Journal of mathematical finance
9
Mathematics and financial economics
9
Operations research
9
Applied mathematical finance
7
Operations research letters
7
Scandinavian actuarial journal
7
International journal of production economics
6
Finance research letters
5
International game theory review
5
International journal of financial engineering
5
Journal of risk and financial management : JRFM
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative finance
5
OR spectrum : quantitative approaches in management
4
Annals of finance
3
Games
3
International journal of production research
3
American journal of agricultural economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economic modelling
2
INFORMS journal on applied analytics
2
Journal of banking & finance
2
Journal of mathematical economics
2
Journal of risk
2
LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
2
Manufacturing & service operations management : M & SOM
2
Market microstructure and liquidity
2
Mathematical methods of operations research : ZOR
2
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ECONIS (ZBW)
354
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1
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
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2
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
3
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
Barbagallo, Annamaria
;
Pansera, Bruno Antonio
;
Ferrara, …
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014636789
Saved in:
4
Advances in applied optimal control and combinatorial optimization : special isssue in honor of Richard F. Hartl
Dawid, Herbert
;
Doerner, Karl Franz
;
Feichtinger, Gustav
; …
- In:
Central European journal of operations research
32
(
2024
)
2
,
pp. 177-182
Persistent link: https://www.econbiz.de/10014537290
Saved in:
5
A crash course in differential games and applications
Zeeuw, Aart de
- In:
Environmental and resource economics
87
(
2024
)
6
,
pp. 1521-1544
Persistent link: https://www.econbiz.de/10015044914
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6
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:
7
A singular stochastic control problem with direction switching cost
Kruk, Łukasz
- In:
Mathematical methods of operations research : ZOR
98
(
2023
)
3
,
pp. 325-349
Persistent link: https://www.econbiz.de/10014514912
Saved in:
8
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
9
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
10
Optimal decision making for empty container management at seaport yard
Ngo Quang Vinh
;
You, Sam-Sang
;
Le Ngoc Bao Long
;
Kim, …
- In:
LogForum : elektroniczne czasopismo naukowe z dziedziny …
19
(
2023
)
1
,
pp. 75-59
Persistent link: https://www.econbiz.de/10014259025
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