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Ruin probability in a two-dimensional model with correlated Brownian motions

Grandits, Peter; Klein, Maike - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 362-379

Persistent link: https://www.econbiz.de/10012588338

From distraction to dedication : commitment and incentives against phone use in the classroom

Aksoy, Billur; Lusher, Lester; Carrell, Scott - In: Journal of economic behavior & organization 236 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015470124

Pareto optimal cooperative control of mean-field backward stochastic differential system in finite horizon

Saranya, G.; Deepa, R.; Muthukumar, P. - In: Dynamic games and applications : DGA 15 (2025) 1, pp. 279-305

Persistent link: https://www.econbiz.de/10015329333

Stochastic control approach to futures trading

Leung, Tim; Zhou, Yang - 2025

"Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. In recent years, futures have been incorporated into a wide array of financial securities and have become the driving force behind their price...

Persistent link: https://www.econbiz.de/10015329681

Optimization of continuous steel annealing operations using model predictive control at Tata Steel, India

Jagnade, Sujit A.; Patwardhan, Sachin C.; Kumar, Kunal; … - In: INFORMS journal on applied analytics 55 (2025) 1, pp. 48-65

Persistent link: https://www.econbiz.de/10015192550

The bearing only localization problem via partially observed Markov decision process

Dufour, François; Génadot, Alexandre; Namyst, Romain - In: Mathematical methods of operations research : ZOR 101 (2025) 2, pp. 219-257

Persistent link: https://www.econbiz.de/10015462326

Modeling and optimal control of nonlinear fractional order chaotic system of factors affecting money laundering : genetic algorithms and particle swarm optimization

Mohammadi, Shaban; Hejazi, Reza; Saeidi, Hadi; … - In: Applied economics 57 (2025) 23, pp. 3092-3113

Persistent link: https://www.econbiz.de/10015442892

Is there a golden parachute in Sannikov's principal-agent problem?

Possamaï, Dylan; Touzi, Nizar - In: Mathematics of operations research 50 (2025) 2, pp. 1173-1203

Persistent link: https://www.econbiz.de/10015444101

Optimality conditions in control problems with random state constraints in probabilistic or almost sure form

Geiersbach, Caroline; Henrion, René - In: Mathematics of operations research 50 (2025) 3, pp. 1654-1680

Persistent link: https://www.econbiz.de/10015444262

Optimal routing under demand surges : the value of future arrival rates

Chen, Jinsheng; Dong, Jing; Shi, Pengyi - In: Operations research 73 (2025) 1, pp. 510-542

Persistent link: https://www.econbiz.de/10015445322

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