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~type_genre:"Fallstudie"
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International Conference on Optimization and Optimal Control <2001, T'ainan>
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38
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ECONIS (ZBW)
975
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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
Asymmetric adjustment of control
Van Pelt, Victor
- In:
Contemporary accounting research : the journal of the …
40
(
2023
)
4
,
pp. 2203-2225
Persistent link: https://www.econbiz.de/10014442830
Saved in:
4
Recycled and non-recycled exhaustible resource : an optimal control strategy for input allocation
Bertarelli, Silvia
;
Lodi, Chiara
;
Ragni, Stefania
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 681-711
Persistent link: https://www.econbiz.de/10014443762
Saved in:
5
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:
6
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:
7
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
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8
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
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9
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
10
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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