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~subject:"Stochastic control"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Control theory"
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Stochastic control
Control theory
956
Kontrolltheorie
947
Stochastic process
307
Stochastischer Prozess
307
Theorie
229
Theory
229
Mathematical programming
193
Mathematische Optimierung
193
Portfolio selection
159
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159
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98
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98
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76
optimal control
57
Markov chain
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42
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42
stochastic control
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Spieltheorie
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Game theory
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Robust statistics
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Robustes Verfahren
39
Option pricing theory
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Optionspreistheorie
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Stochastic optimal control
38
Risiko
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stochastic optimal control
32
USA
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Simulation
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Analysis
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Young, Virginia R.
7
Bayraktar, Erhan
2
Bi, Junna
2
Björk, Tomas
2
Brachetta, M.
2
Ceci, C.
2
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2
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2
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2
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2
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2
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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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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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Insurance / Mathematics & economics
11
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6
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European journal of operational research : EJOR
2
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ECONIS (ZBW)
41
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1
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:
2
Optimal chance-constrained pension fund management through dynamic stochastic control
Lauria, Davide
;
Consigli, Giorgio
;
Maggioni, Francesca
- In:
OR spectrum : quantitative approaches in management
44
(
2022
)
3
,
pp. 967-1007
Persistent link: https://www.econbiz.de/10013440687
Saved in:
3
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
4
Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kubo, Kenji
;
Nakagawa, Kei
;
Mizukami, Daiki
;
Acharya, Dipesh
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472433
Saved in:
5
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
6
Optimal harvesting under marine reserves and uncertain environment
Gaïgi, M'hamed
;
Ly Vath, Vathana
;
Scotti, Simone
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 1181-1194
Persistent link: https://www.econbiz.de/10013267842
Saved in:
7
Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
Hernández-Hernández, Daniel
;
Ricalde-Guerrero, Joshué H.
- In:
Dynamic games and applications : DGA
12
(
2022
)
4
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10013433667
Saved in:
8
Robust classical-impulse stochastic control problems in an infinite horizon
Pun, Chi Seng
- In:
Mathematical methods of operations research : ZOR
96
(
2022
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10013455036
Saved in:
9
Optimal bookmaking
Loring, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 560-574
Persistent link: https://www.econbiz.de/10013205968
Saved in:
10
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
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