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~subject:"Stochastic optimal control"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
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Stochastic optimal control
Control theory
972
Kontrolltheorie
965
Stochastischer Prozess
316
Stochastic process
314
Theorie
231
Theory
231
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
Game theory
43
Spieltheorie
43
stochastic control
43
Inventory model
42
Lagerhaltungsmodell
42
Robust statistics
41
Robustes Verfahren
41
Stochastic control
41
Option pricing theory
38
Optionspreistheorie
38
Risk
38
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37
stochastic optimal control
33
USA
28
United States
28
Analysis
27
Mathematical analysis
27
Simulation
27
Cybernetics
26
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Gharbi, Ali
2
Guéant, Olivier
2
Hajji, Adnène
2
Hlioui, Rached
2
Lu, Yi
2
Vigna, Elena
2
Wang, Suxin
2
Young, Virginia R.
2
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2
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1
Assid, M.
1
Bakan, Hacer Öz
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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1
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1
Christensen, Bent Jesper
1
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1
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1
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1
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Insurance / Mathematics & economics
9
European journal of operational research : EJOR
8
International journal of production economics
4
Computational economics
2
Mathematical methods of operations research
2
Operations research letters
2
Scandinavian actuarial journal
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied mathematical finance
1
Computational Management Science : CMS
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
1
Quantitative finance
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
38
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1
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
Saved in:
2
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
Saved in:
3
Attaining stochastic optimal control over debt ratios in U.S. markets
Liu, Wei-han
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 967-993
Persistent link: https://www.econbiz.de/10014342125
Saved in:
4
Stochastic control with inhomogeneous regime switching : application to consumption and investment with unemployment and reemployment
Tao, Cheng
;
Rong, Ximin
;
Zhao, Hui
- In:
Journal of mathematical economics
107
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014366223
Saved in:
5
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:
6
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
7
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper
;
Parra-Alvarez, Juan Carlos
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
Saved in:
8
Statistical learning for probability-constrained stochastic optimal control
Balata, Alessandro
;
Ludkovski, Michael
;
Maheshwari, Aditya
- In:
European journal of operational research : EJOR
290
(
2021
)
2
,
pp. 640-656
Persistent link: https://www.econbiz.de/10012495210
Saved in:
9
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
10
A general model for financial crises : an application to eurozone crisis
Yener, Haluk
;
Soybilgen, Barış
;
Stengos, Thanasēs
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 202-229
Persistent link: https://www.econbiz.de/10012486786
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