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  • Search: subject:"Nonlinear optimal control"
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Subject
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Nonlinear optimal control 6 Mathematical programming 4 Mathematische Optimierung 4 Control theory 3 Kontrolltheorie 3 Dynamic programming 2 Dynamische Optimierung 2 H-infinity control 2 Jacobian matrices 2 Portfolio selection 2 Portfolio-Management 2 Riccati equation 2 Theorie 2 Theory 2 Approximate linearization 1 Asymptotic stability 1 Business cycle 1 Business cycles 1 Capital-labor growth model 1 Constrained nonlinear optimal control 1 Coupled growth models 1 Differential flatness properties 1 Direct methods 1 Discrete adjoints 1 Dynamic optimality 1 Dynamic soaring 1 Economic growth 1 Endogenes Wachstumsmodell 1 Endogenous growth model 1 First-order necessary conditions 1 Geometric Brownian motion 1 Gilder 1 Global asymptotic stability 1 Grossman-Helpman model 1 Growth theory 1 Hyperbolic conservation laws 1 Interacting finance agents 1 Konjunktur 1 Lyapunov analysis 1 Macroeconometrics 1
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Undetermined 6 Free 2
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Article 8
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Article 1
Language
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English 6 Undetermined 2
Author
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Rigatos, Gerasimos G. 3 Ghosh, T. 2 Siano, P. 2 Abbaszadeh, M. 1 Frenzel, David 1 Ghosh, Taniya 1 Goto, Norihiro 1 Kawable, Hiroyasu 1 Lang, Jens 1 Meyer, C. 1 Pedersen, Jesper Lund 1 Peskir, Goran 1 Sarno, Deborah 1 Siano, Pierluigi 1 Xu, Jingsi 1 Yousept, I. 1
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Computational Optimization and Applications 2 Computational economics 1 Decisions in economics and finance : a journal of applied mathematics 1 International journal of theoretical and applied finance 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics and financial economics 1 Quantitative finance and economics 1
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Source
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ECONIS (ZBW) 5 RePEc 2 EconStor 1
Showing 1 - 8 of 8
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A nonlinear optimal control approach to stabilization of a macroeconomic development model
Rigatos, Gerasimos G.; Siano, Pierluigi; Ghosh, Taniya; … - In: Quantitative finance and economics 2 (2018) 2, pp. 373-387
Persistent link: https://www.econbiz.de/10012156666
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A third-order weighted essentially non-oscillatory scheme in optimal control problems governed by nonlinear hyperbolic conservation laws
Frenzel, David; Lang, Jens - In: Computational Optimization and Applications 80 (2021) 1, pp. 301-320
The weighted essentially non-oscillatory (WENO) methods are popular and effective spatial discretization methods for nonlinear hyperbolic partial differential equations. Although these methods are formally first-order accurate when a shock is present, they still have uniform high-order accuracy...
Persistent link: https://www.econbiz.de/10014501990
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Nonlinear optimal control of coupled time-delayed models of economic growth
Rigatos, Gerasimos G.; Siano, P.; Abbaszadeh, M.; Ghosh, T. - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 375-399
Persistent link: https://www.econbiz.de/10012587850
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Optimal mean-variance portfolio selection with no-short-selling constraint
Xu, Jingsi - In: International journal of theoretical and applied finance 23 (2020) 8, pp. 1-25
Persistent link: https://www.econbiz.de/10012496930
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A nonlinear optimal control approach to stabilization of business cycles of finance agents
Rigatos, Gerasimos G.; Siano, P.; Ghosh, T. - In: Computational economics 53 (2019) 3, pp. 1111-1131
Persistent link: https://www.econbiz.de/10012135115
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Optimal mean-variance portfolio selection
Pedersen, Jesper Lund; Peskir, Goran - In: Mathematics and financial economics 11 (2017) 2, pp. 137-160
Persistent link: https://www.econbiz.de/10011900522
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Regularization of state-constrained elliptic optimal control problems with nonlocal radiation interface conditions
Meyer, C.; Yousept, I. - In: Computational Optimization and Applications 44 (2009) 2, pp. 183-212
Persistent link: https://www.econbiz.de/10008467083
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Direct optimization methods applied to a nonlinear optimal control problem
Goto, Norihiro; Kawable, Hiroyasu - In: Mathematics and Computers in Simulation (MATCOM) 51 (2000) 6, pp. 557-577
a glider, formulated as a nonlinear optimal control problem. The solutions by the direct methods excluding the original …
Persistent link: https://www.econbiz.de/10010748592
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