EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Boundary value problem"
Narrow search

Narrow search

Year of publication
Subject
All
Boundary value problem 10 boundary value problem 7 Stochastic process 6 Stochastischer Prozess 6 Markov chain 5 Mathematical programming 5 Mathematische Optimierung 5 Theorie 5 Theory 5 Brownian motion 4 Free boundary value problem 4 HJB equation 4 Control theory 3 Droplets 3 Hotelling game 3 Insulators 3 Kontrolltheorie 3 Location 3 Markov-Kette 3 Numerical analysis 3 Portfolio selection 3 Portfolio-Management 3 Reinsurance 3 Stationary electric field 3 free boundary value problem 3 mixed-strategy equilibrium 3 regime-switching 3 Analysis 2 Consumer demand theory 2 Game theory 2 Laplace transform 2 Mathematical analysis 2 Nachfragetheorie des Haushalts 2 Optimal control 2 Ordinary differential equations 2 Regime-switching 2 Risikomanagement 2 Risikomodell 2 Risk management 2 Risk model 2
more ... less ...
Online availability
All
Undetermined 25 Free 12 CC license 2
Type of publication
All
Article 31 Book / Working Paper 9
Type of publication (narrower categories)
All
Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 5 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2 Thesis 1
more ... less ...
Language
All
Undetermined 22 English 18
Author
All
Eisenberg, Julia 4 Fabrykowski, Lukas 4 Schmeck, Maren Diane 4 Ewerhart, Christian 3 Langemann, Dirk 3 Chinthalapati, V. L. Raju 2 Ciurlia, Pierangelo 2 Gapeev, Pavel V. 2 Geys, Benny 2 Grandits, Peter 2 Osterloh, Steffen 2 Rodosthenous, Neofytos 2 Roko, Ilir 2 Bissantz, Nicolai 1 Brunovský, Pavol 1 Cao, Dan Vu 1 Chahim, M. 1 Chen, Cheng-Wu 1 Chleboun, Jan 1 Chugunova, Marina 1 Cortés, J.-C. 1 Dimitriou, Ioannis 1 Edwards, David 1 Ergüven, Cabir 1 Grass, D. 1 Hagen, Oskar von dem 1 Hartl, Richard F. 1 Hobson, David G. 1 Holzmann, Hajo 1 Jódar, L. 1 KHALIQ, A. Q. M. 1 Kalisch, Henrik 1 Komadel, Ján 1 Kort, Peter M. 1 Krasnyuk, Igor B. 1 Krüger, Marcel 1 Kunkel, Peter 1 LIU, R. H. 1 Matonoha, Ctirad 1 Naik, Prasad A. 1
more ... less ...
Institution
All
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Society for Computational Economics - SCE 1 Wissenschaftszentrum Berlin für Sozialforschung (WZB) 1
Published in...
All
Mathematics and Computers in Simulation (MATCOM) 11 Computational Economics 2 European journal of operational research : EJOR 2 Finance and stochastics 2 Risks 2 Risks : open access journal 2 Applied Mathematical Finance 1 Center for Mathematical Economics Working Papers 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Computational Statistics 1 Computing in Economics and Finance 2005 1 Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism" 1 ECON - Working Papers 1 IBSU Scientific Journal 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 Journal of economic theory 1 Marketing Science 1 Mathematics of operations research 1 Opsearch : journal of the Operational Research Society of India 1 Physica A: Statistical Mechanics and its Applications 1 WZB Discussion Paper 1 Working Paper 1 Working paper series / University of Zurich, Department of Economics 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
more ... less ...
Source
All
RePEc 22 ECONIS (ZBW) 12 EconStor 5 BASE 1
Showing 31 - 40 of 40
Cover Image
Construction of blending surfaces by parametric discrete interpolation PDE splines
Pasadas, M.; Rodríguez, M.L. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 282-290
In this paper the problem of blending parametric surfaces is discussed. We present a constructing method of blending surfaces by parametric discrete interpolation PDE splines. These functions are obtained from some boundary conditions and a given interpolation data point set, by minimizing a...
Persistent link: https://www.econbiz.de/10011051156
Saved in:
Cover Image
Initial-boundary value problems of warped MPDAEs including minimisation criteria
Pulch, R. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 2, pp. 117-132
Electric circuits, which produce oscillations at widely separated time scales, cause a huge computational effort in a numerical simulation of the mathematical model based on differential-algebraic equations (DAEs). Alternatively, a multidimensional signal model yields a description via multirate...
Persistent link: https://www.econbiz.de/10010749225
Saved in:
Cover Image
Modelling a droplet moving in an electric field
Langemann, Dirk - In: Mathematics and Computers in Simulation (MATCOM) 68 (2005) 2, pp. 157-169
Droplets on insulators in outdoor high-voltage equipment move and leave water films on the insulating material. These films further the development of undesirable electric currents or even flash-overs. The paper deals with the behaviour of a single droplet laying on a solid support in a strong...
Persistent link: https://www.econbiz.de/10010748910
Saved in:
Cover Image
Valuation of American Continuous-Installment Options
Ciurlia, Pierangelo; Roko, Ilir - In: Computational Economics 25 (2005) 1, pp. 143-165
We present three approaches to value American continuous-installment options written on assets without dividends or with continuous dividend yield. In an American continuous-installment option, the premium is paid continuously instead of up-front. At or before maturity, the holder may terminate...
Persistent link: https://www.econbiz.de/10005701734
Saved in:
Cover Image
Alternative Characterizations of the European Continuous-Installment Option Valuation Problem
Roko, Ilir; Ciurlia, Pierangelo - Society for Computational Economics - SCE - 2005
, we formulate the pricing problem as a free boundary value problem and using the integral representation method we obtain …
Persistent link: https://www.econbiz.de/10005343002
Saved in:
Cover Image
Planning Marketing-Mix Strategies in the Presence of Interaction Effects
Naik, Prasad A.; Raman, Kalyan; Winer, Russell S. - In: Marketing Science 24 (2005) 1, pp. 25-34
Companies spend millions of dollars on advertising to boost a brand's image and simultaneously spend millions of dollars on promotion that many believe calls attention to price and erodes brand equity. We believe this paradoxical situation exists because both advertising and promotion are...
Persistent link: https://www.econbiz.de/10008787715
Saved in:
Cover Image
3D model of a droplet in an electric field
Langemann, Dirk; Krüger, Marcel - In: Mathematics and Computers in Simulation (MATCOM) 66 (2004) 6, pp. 539-549
Outdoor high-voltage equipment is exposed to rain and moisture. Water droplets on the surface of insulators influence negatively the insulating and hydrophobic material properties. The shape of the droplets signifies the state of the aging material. The present paper develops a numerical...
Persistent link: https://www.econbiz.de/10011051124
Saved in:
Cover Image
A droplet in a stationary electric field
Langemann, Dirk - In: Mathematics and Computers in Simulation (MATCOM) 63 (2003) 6, pp. 529-539
field is searched for. This leads to a free boundary value problem which is solved by an iterative method. The typical …
Persistent link: https://www.econbiz.de/10010750173
Saved in:
Cover Image
Tikhonov regularization of an elliptic PDE
Sheela, S.; Singh, Arindama - In: Mathematics and Computers in Simulation (MATCOM) 57 (2001) 1, pp. 1-4
This paper considers an elliptic PDE with a small parameter multiplied with one of the derivatives. Recognizing the equation as an ill-posed equation, Tikhonov’s regularization is used to cast a related well-posed problem. A-priori estimates of the regularized solution and of the difference...
Persistent link: https://www.econbiz.de/10010749087
Saved in:
Cover Image
Numerical Solution of Infinite-Horizon Optimal-Control Problems
Kunkel, Peter; Hagen, Oskar von dem - In: Computational Economics 16 (2000) 3, pp. 189-205
The paper presents an algorithm that solves two-point boundary-value problems that arise in economic control models in continuous time with an infinite time horizon and several state variables. The algorithm can determine optimal trajectories that converge to an isolated equilibrium point. It...
Persistent link: https://www.econbiz.de/10005542267
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...