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~subject:"Mathematical programming"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Mathematical programming
Stochastischer Prozess
Control theory
956
Kontrolltheorie
947
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308
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229
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229
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stochastic optimal control
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Federico, Salvatore
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9
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6
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5
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5
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5
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4
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International Conference on Optimization and Optimal Control <2001, T'ainan>
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of production economics
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International journal of financial engineering
4
International journal of production research
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OR spectrum : quantitative approaches in management
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American journal of agricultural economics
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Annals of finance
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ECONIS (ZBW)
411
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1
The generalized cash balance problem : optimization-based one step ahead optimal control
Bhaya, Amit
;
Kaszkurewicz, Eugenius
- In:
International transactions in operational research : a …
30
(
2023
)
6
,
pp. 3993-4025
Persistent link: https://www.econbiz.de/10014328118
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Optimal forest management of even-aged longleaf pine stands with nontimber benefits
Susaeta, Andres
- In:
Journal of agricultural and applied economics : JAEE
55
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014417943
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
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8
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg
;
Azcue, Pablo
;
Muler, Nora
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
Saved in:
9
A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle
;
Tambue, Antoine
- In:
Computational economics
61
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
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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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