Search Results - subject:"Control problems"

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Partner selection as a control mechanism in inter-organizational relationships : a meta-model approach

Desai, Hrishikesh - In: Journal of accounting & organizational change : JAOC 19 (2023) 2, pp. 351-375

Persistent link: https://www.econbiz.de/10014325411

Weak equilibria for time-inconsistent control : with applications to investment-withdrawal decisions

Liang, Zongxia; Yuan, Fengyi - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 891-945

Persistent link: https://www.econbiz.de/10014329919

The Pontryagin maximum principle for solving Fokker–Planck optimal control problems

Breitenbach, Tim; Borzì, Alfio - In: Computational Optimization and Applications 76 (2020) 2, pp. 499-533

The characterization and numerical solution of two non-smooth optimal control problems governed by a Fokker–Planck (FP …) equation are investigated in the framework of the Pontryagin maximum principle (PMP). The two FP control problems are related …

Persistent link: https://www.econbiz.de/10014504181

A dynamic theory of spatial externalities

Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; … - 2020

Persistent link: https://www.econbiz.de/10012243948

A dynamic theory of spatial externalities

Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; … - 2020

Persistent link: https://www.econbiz.de/10012387198

Can short sellers detect internal control material weaknesses? : evidence from Section 404 of the Sarbanes-Oxley Act

Singer, Zvi; Wang, Yan; Zhang, Jing - In: Journal of accounting, auditing & finance : JAAF 37 (2022) 1, pp. 3-38

Persistent link: https://www.econbiz.de/10012794259

A dynamic theory of spatial externalities

Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; … - In: Games and economic behavior 132 (2022), pp. 133-165

Persistent link: https://www.econbiz.de/10013336366

Dynamic mean-variance problem with frictions

Bensoussan, Alain; Ma, Guiyuan; Siu, Chi Chung; Yam, … - In: Finance and stochastics 26 (2022) 2, pp. 267-300

Persistent link: https://www.econbiz.de/10013197583

Superhedging prices of European and American options in a non-linear incomplete market with default

Grigorova, Miryana; Quenez, Marie-Clair; Sulem, Agnès - 2018

This paper studies the superhedging prices and the associated superhedging strategies for European and American options in a non-linear incomplete market with default. We present the seller's and the buyer's point of view. The underlying market model consists of a risk-free asset and a risky...

Persistent link: https://www.econbiz.de/10012042146

Superhedging prices of European and American options in a non-linear incomplete market with default

Grigorova, Miryana; Quenez, Marie-Clair; Sulem, Agnès - 2018

Persistent link: https://www.econbiz.de/10011957094