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  • Search: person:"Grüne, Lars"
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Year of publication
Subject
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Theorie 15 Theory 15 Dynamic programming 7 Forecasting model 7 Prognoseverfahren 7 Control theory 6 Kontrolltheorie 6 Dynamische Optimierung 5 Mathematical programming 5 Mathematische Optimierung 5 Anlageverhalten 4 Behavioural finance 4 Economic model 4 Nichtlineare Dynamik 4 Nonlinear dynamics 4 Wirtschaftsmodell 4 Analysis 3 CAPM 3 Economic growth 3 Environmental economics 3 Equilibrium model 3 Erschöpfbare Ressourcen 3 Exhaustible resources 3 Gleichgewichtsmodell 3 Mathematical analysis 3 Portfolio selection 3 Portfolio-Management 3 Stochastic process 3 Stochastischer Prozess 3 Umweltökonomik 3 Wirtschaftswachstum 3 Agent-based modeling 2 Agentenbasierte Modellierung 2 Asset pricing 2 Climate change 2 Climate protection 2 Credit risk 2 Erneuerbare Energie 2 Erneuerbare Ressourcen 2 Financial analysis 2
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Online availability
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Free 31 Undetermined 11
Type of publication
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Book / Working Paper 35 Article 30 Other 1
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Graue Literatur 9 Non-commercial literature 9 Arbeitspapier 3 Working Paper 3 Article 2 Aufsatz im Buch 2 Book section 2 Aufsatzsammlung 1 Hochschulschrift 1
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Language
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English 41 Undetermined 25
Author
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Grüne, Lars 57 Semmler, Willi 41 Greiner, Alfred 7 Gruene, Lars 7 Stieler, Marleen 6 Baumann, Michael 5 Sieveking, Malte 5 Kato, Mika 4 Müller, Matthias A. 4 Baumann, Michaela 3 Becker, Stephanie 3 Herz, Bernhard 3 Kellett, Christopher M. 3 Pirkelmann, Simon 3 Weller, Steven R. 3 Grune, Lars 2 Saint-Pierre, Patrick 2 Öhrlein, Caroline 2 Allgöwer, Frank 1 Baumann, Michael Heinrich 1 Bernard, Lucas 1 Braun, Philipp 1 Daniilidis, Aris 1 Diehl, Moritz 1 Eichfelder, Gabriele 1 Guglielmi, Roberto 1 Haunschmied, Josef 1 Krügel, Lisa 1 Panin, Anastasia 1 Schießl, Jonas 1 Tragler, Gernot 1 Worthmann, Karl 1 Zanon, Mario 1
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Institution
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Society for Computational Economics - SCE 7 Bernard Schwartz Center for Economic Policy Analysis (SCEPA), The New School 1 EcoMod Network 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
Published in...
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Journal of economic dynamics & control 6 Computational economics 4 Computational Economics 3 Computing in Economics and Finance 2002 2 Computing in Economics and Finance 2006 2 Journal of Economic Dynamics and Control 2 Journal of economic behavior & organization : JEBO 2 The journal of wealth management 2 Working paper / Schwartz Center for Economic Policy Analysis 2 Computational Optimization and Applications 1 Computing in Economics and Finance 2003 1 Computing in Economics and Finance 2004 1 Computing in Economics and Finance 2005 1 Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov 1 Diskussionsarbeit 1 Dynamic Modeling and Econometrics in Economics and Finance 1 Dynamic systems, economic growth, and the environment 1 EcoMod2013 1 Economic Theory 1 Economic theory 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 Economics Papers from University Paris Dauphine 1 Environment and Development Economics 1 Environment and development economics 1 Journal of Economic Behavior & Organization 1 Journal of Financial Econometrics 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Open Access publications from Université Paris-Dauphine 1 SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 1
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Source
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ECONIS (ZBW) 36 RePEc 19 OLC EcoSci 8 EconStor 2 BASE 1
Showing 1 - 10 of 66
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Market structure and instability artifacts in heterogeneous agent models : lessons from implicit discretizations of stiff equations
Baumann, Michael; Baumann, Michaela; Grüne, Lars; … - In: Computational economics 62 (2023) 3, pp. 855-890
Persistent link: https://www.econbiz.de/10014382842
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Model Predictive Control : Engineering Methods for Economists
Daniilidis, Aris (ed.); Grüne, Lars (ed.);  … - 2025
Chapter 1. Multi-horizon MPC and Its Application to theIntegrated Power and Thermal Management ofElectrified Vehicles (Qiuhao Hu) -- Chapter 2. Data/Moment-Driven Approaches for FastPredictive Control of Collective Dynamics (Giacomo Albi) -- Chapter 3. Finite-Dimensional Receding Horizon...
Persistent link: https://www.econbiz.de/10015410847
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Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations
Baumann, Michael Heinrich; Baumann, Michaela; Grüne, Lars - In: Computational Economics 62 (2022) 3, pp. 855-890
We consider a standard heterogeneous agent model (HAM) that is widely used to analyze price developments in financial markets. The model is linear in log-prices and, in its basic setting, populated by fundamentalists and chartists. As the number of fundamentalists increases and exceeds a...
Persistent link: https://www.econbiz.de/10015081209
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Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC
Eichfelder, Gabriele; Grüne, Lars; Krügel, Lisa; … - In: Computational Optimization and Applications 86 (2022) 3, pp. 1081-1116
We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an algorithm and give performance guarantees for the resulting...
Persistent link: https://www.econbiz.de/10015081276
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Improving heterogeneous agent models by avoiding explicit discretizations of stiff equations
Baumann, Michael; Baumann, Michaela; Grüne, Lars; … - 2020
Persistent link: https://www.econbiz.de/10012229806
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Economic model predictive control for time-varying system : performance and stability results
Grüne, Lars; Pirkelmann, Simon - 2018
Persistent link: https://www.econbiz.de/10012183461
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"Performance and effects of linear feedback stock trading strategies"
Baumann, Michael - 2018
Persistent link: https://www.econbiz.de/10012153001
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Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems
Grüne, Lars; Guglielmi, Roberto - 2017
Persistent link: https://www.econbiz.de/10011670271
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On the relation between turnpike properties for finite and infinite horizon optimal control problems
Grüne, Lars; Kellett, Christopher M.; Weller, Steven R. - 2017
Persistent link: https://www.econbiz.de/10011636463
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Closed-loop performance analysis for economic model predictive control of time-varying systems
Grüne, Lars; Pirkelmann, Simon - 2017
Persistent link: https://www.econbiz.de/10012549536
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