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  • Search: subject:"Maximum principle"
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Year of publication
Subject
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Mathematische Optimierung 15 Mathematical programming 14 Kontrolltheorie 11 stochastic maximum principle 11 maximum principle 10 Control theory 9 Pontryagin maximum principle 9 Theorie 9 Maximum Principle 7 Theory 7 optimal control 7 the stochastic maximum principle 7 Optimal Control 6 Stochastischer Prozess 6 Nash equilibrium 5 Pontryagin's maximum principle 5 Stochastic process 5 recursive utility 5 Pontryagin Maximum Principle 4 The equity premium puzzle 4 nonlinear control system 4 switching function 4 Game theory 3 Maximum principle 3 Nash-Gleichgewicht 3 Spieltheorie 3 A stochastic maximum principle 2 Behavior under uncertainty 2 Cybernetics 2 Dynamic optimization 2 Dynamic programming 2 Dynamische Optimierung 2 Economic Growth 2 FBSDE 2 Fiscal Policy 2 Generalized Rolle's Theorem 2 Impulse Control Maximum Principle 2 Incentive Problems with Hidden Characteristics 2 Intertemporal choice 2 Intertemporale Entscheidung 2
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Online availability
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Free 71 CC license 9
Type of publication
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Book / Working Paper 39 Article 32
Type of publication (narrower categories)
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Working Paper 15 Article in journal 11 Aufsatz in Zeitschrift 11 Arbeitspapier 9 Article 9 Graue Literatur 9 Non-commercial literature 9 Hochschulschrift 1 Thesis 1
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Language
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English 44 Undetermined 24 Czech 1 French 1 Portuguese 1
Author
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Aase, Knut K. 7 Dianetti, Jodi 6 Chahim, M. 3 Kort, Peter 3 Alia, Ishak 2 Altar, Moisa 2 Chighoub, Farid 2 Choutri, Salah Eddine 2 Dehghan Banadaki, Mojtaba 2 Ferrari, Giorgio 2 Grigorenko, Nikolai 2 Grigorieva, Ellina 2 Hamidou, Tembine 2 Hartl, R.F. 2 Hellwig, Martin 2 Horst, Ulrich 2 Khailov, Evgenii 2 Khelfallah, Nabil 2 Klimenkova, Anna 2 Luk'yanova, Lilia 2 Naujokat, Felix 2 Navidi, Hamidreza 2 Popescu, Liviu 2 Samuel, Judita 2 Vives, Josep 2 Wachsmuth, Daniel 2 Willassen, Yngve 2 ALEKSANDROVNA, USOVA ANASTASY 1 Alfiniyah, C. 1 Alqahtani, R. T. 1 Alves, Frederick Fagundes 1 Alziary, Bénédicte 1 Assoc. Prof. Popescu Liviu Ph.D 1 Bensoussan, Alain 1 Borzì, Alfio 1 Boucekkine, Raouf 1 Breitenbach, Tim 1 Brekelmans, Ruud 1 Brinkhuis, Jan 1 Camacho, Carmen 1
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Institution
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Tilburg University, Center for Economic Research 3 Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 2 Banco de México 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Econometrics and Business Statistics, Monash Business School 1 ILADES, Facultad de Economía y Negocios 1 Institut zur Zukunft der Arbeit <Bonn> 1 Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Statistisk Sentralbyrå, Government of Norway 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Games 8 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 5 MPRA Paper 4 Center for Mathematical Economics Working Papers 3 Computational Optimization and Applications 3 Discussion Paper / Tilburg University, Center for Economic Research 3 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 3 Advances in Economic and Financial Research - DOFIN Working Paper Series 2 Annals of University of Craiova - Economic Sciences Series 2 Revista Tinerilor Economisti (The Young Economists Journal) 2 Asian journal of economics and banking : AJEB 1 Business Inform 1 CIRANO Working Papers 1 Decision analytics journal 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Discussion paper / Tinbergen Institute 1 Economics Papers from University Paris Dauphine 1 Economics working paper series 1 Energies 1 ILADES-Georgetown University Working Papers 1 IZA Discussion Paper No. 4167 1 Institut zur Zukunft der Arbeit (IZA) - Discussion Paper 1 International journal of theoretical and applied finance : IJTAF 1 Journal of Environmental Management and Tourism 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Monash Economics Working Papers 1 Politická ekonomie 1 Preprints of the Max Planck Institute for Research on Collective Goods 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Revista brasileira de economia de empresas 1 Risks : open access journal 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University 1 Working Paper Series of the Max Planck Institute for Research on Collective Goods 1 Working Papers / Banco de México 1 Working paper 1
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Source
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RePEc 33 ECONIS (ZBW) 21 EconStor 15 USB Cologne (business full texts) 1 BASE 1
Showing 1 - 10 of 71
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A risk based approach to the principal-agent problem
Djehiche, Boualem; Helgesson, Peter - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 310-334
/methodology/approach: We use recent advancements of the Pontryagin maximum principle for forward-backward stochastic differential equations …
Persistent link: https://www.econbiz.de/10015163486
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Optimal benefit distribution of a tontine-like annuity fund with age-structured models
Zhang, Fan; Chen, Ping; Wu, Xueyuan - In: Risks : open access journal 13 (2025) 1, pp. 1-27
, recognizing its significant potential for adaptation and expansion. The primary mathematical approach employed is the Maximum … Principle from optimal control theory, which helps in deriving explicit solutions for the optimal subsidy strategy. Through …
Persistent link: https://www.econbiz.de/10015331141
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Optimal control of an infinite-dimensional problem with a state constraint arising in the spatial economic growth theory
Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua - 2024
Persistent link: https://www.econbiz.de/10014575633
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Optimal control problems with L0(Ω) constraints: maximum principle and proximal gradient method
Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833
. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is … used that respects the L0constraint. First, the maximum principle is obtained in integral form, which is then turned into a …
Persistent link: https://www.econbiz.de/10015210343
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Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDES
Dianetti, Jodi - 2023
-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some structural conditions … known Lasry-Lions monotonicity. By reformulating the representative player minimization problem via the stochastic maximum … principle, the submodularity conditions allow to prove comparison principles for the forward-backward system, which correspond …
Persistent link: https://www.econbiz.de/10014374389
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Linear-quadratic-singular stochastic differential games and applications
Dianetti, Jodi - 2023
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call...
Persistent link: https://www.econbiz.de/10014374580
Saved in:
Cover Image
Optimal control problems with L0(Ω) constraints: maximum principle and proximal gradient method
Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833
. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is … used that respects the L0constraint. First, the maximum principle is obtained in integral form, which is then turned into a …
Persistent link: https://www.econbiz.de/10015371619
Saved in:
Cover Image
Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDES
Dianetti, Jodi - 2023
-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some structural conditions … known Lasry-Lions monotonicity. By reformulating the representative player minimization problem via the stochastic maximum … principle, the submodularity conditions allow to prove comparison principles for the forward-backward system, which correspond …
Persistent link: https://www.econbiz.de/10013483724
Saved in:
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A Pontryagin's maximum principle and optimal control model with cost-effectiveness analysis of the COVID-19 epidemic
Fatmawati; Chukwu, C. W.; Alqahtani, R. T.; Alfiniyah, C.; … - In: Decision analytics journal 8 (2023), pp. 1-13
conducted to predict the epidemiological parameters responsible for driving the infection. Using the Pontryagin maximum … principle and optimal control theory, we included four time-dependent controls to assess the impact of five different strategies …
Persistent link: https://www.econbiz.de/10014516573
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Cover Image
Linear-quadratic-singular stochastic differential games and applications
Dianetti, Jodi - 2023
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call...
Persistent link: https://www.econbiz.de/10014277006
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