Search Results - subject:"OPTIMAL CONTROL"

Engineering Options Analysis (EOA) : applications

De Neufville, Richard; Smet, Kim; Cardin, Michel-Alexandre - In: Decision making under deep uncertainty : from theory to …, (pp. 223-252). 2019

Persistent link: https://www.econbiz.de/10012022990

A two-dimensional control problem arising from dynamic contracting theory

Décamps, Jean-Paul; Villeneuve, Stéphane - In: Finance and stochastics 23 (2019) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012023235

Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty

Bismuth, Alexis; Guéant, Olivier; Pu, Jiang - In: Mathematics and financial economics 13 (2019) 4, pp. 661-719

Persistent link: https://www.econbiz.de/10012055900

Vanishing central bank intervention in stochastic impulse control

Gagnon, Gregory - In: Annals of finance 15 (2019) 1, pp. 125-153

Persistent link: https://www.econbiz.de/10012058193

Optimal proportional reinsurance and investment for stochastic factor models

Brachetta, M.; Ceci, C. - In: Insurance / Mathematics & economics 87 (2019), pp. 15-33

Persistent link: https://www.econbiz.de/10012058904

Uncertainty, rationality and complexity in a multi-sectoral dynamic model : the dynamic stochastic generalized aggregation approach

Catalano, Michele; Di Guilmi, Corrado - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 117-144

Persistent link: https://www.econbiz.de/10012138478

Partnership's profit sharing : linear and nonlinear contracts

Gerchak, Yigal; Khmelnitsky, Eugene - In: International game theory review 21 (2019) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10012138700

Optimal trading with multiplicative transient price impact for non-stochastic or stochastic liquidity

Frentrup, Peter - 2019

Persistent link: https://www.econbiz.de/10012145444

Optimal Control Theory : Applications to Management Science and Economics

Sethi, Suresh P. - 2019 - 3rd ed. 2019

This fully revised 3rd edition offers an introduction to optimal control theory and its diverse applications in … mathematical rigor, but on modeling realistic situations faced in business and management. The book exploits optimal control theory … global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to …

Persistent link: https://www.econbiz.de/10012396048

What's the damage? Environmental regulation with policy-motivated bureaucrats

Voß, Achim; Lingens, Jörg - 2014

Many environmental-policy problems are characterized by complexity and uncertainty. Government's choice concerning these policies commonly relies on information provided by a bureaucracy. Environmental bureaucrats often have a political motivation of their own, so they might be tempted to...

Persistent link: https://www.econbiz.de/10010335858