Search Results - subject:"OPTIMAL CONTROL"

Mean field game of controls and an application to trade crowding

Cardaliaguet, Pierre; Lehalle, Charles-Albert - In: Mathematics and financial economics 12 (2018) 3, pp. 335-363

Persistent link: https://www.econbiz.de/10011963860

Technology lock-in with horizontal and vertical innovations through limited R&D spending

Bondarev, Anton; Greiner, Alfred - In: 4OR : a quarterly journal of operations research 16 (2018) 1, pp. 51-65

Persistent link: https://www.econbiz.de/10011861021

The Dilemma of Regional Policy : Increasing ‘Efficiency’ or Improving ‘Equity’?

Alexiadis, Stilianos - 2018

Applying the principles of Optimal Control Theory to the problem of regional allocation of investment can be a useful …

Persistent link: https://www.econbiz.de/10012397748

Control Systems and Mathematical Methods in Economics : Essays in Honor of Vladimir M. Veliov

Feichtinger, Gustav (ed.); Kovacevic, Raimund (ed.); … - 2018

Since the days of Lev Pontryagin and his associates, the discipline of Optimal Control has enjoyed a tremendous upswing … career, he has contributed highly influential research on mathematical aspects of Optimal Control Theory, as well as …

Persistent link: https://www.econbiz.de/10012396761

Dynamische Prozesse in der Ökonomie und an den Finanzmärkten : Mathematische Prinzipien und Computersimulation zur Analyse von Konjunktur und Börsenzyklen

Thoma, Beat - 2018 - Reprint 2018

Lineare und nichtlineare dynamische Systeme werden in der aktuellen wirtschaftswissenschaftlichen Forschung immer wichtiger und ermöglichen ein tieferes Verständnis sowohl für geordnete wie auch chaotische Abläufe der Konjunktur und der Finanzmärkte. Mathematische Methoden, die in den...

Persistent link: https://www.econbiz.de/10014508375

A liability tracking approach to long term management of pension funds

Ieda, Masashi; Yamashita, Takashi; Nakano, Yumiharu - In: Journal of mathematical finance 3 (2013) 3, pp. 392-400

Persistent link: https://www.econbiz.de/10010239531

Super-diffusive noise source in asset dynamics

Hongler, Max-Olivier - In: Journal of mathematical finance 3 (2013) 1, pp. 53-58

Persistent link: https://www.econbiz.de/10010240227

Optimal investment and proportional reinsurance with risk constraint

Liu, Jingzhen; Yiu, Ka Fai Cedric; Loxton, Ryan C.; … - In: Journal of mathematical finance 3 (2013) 4, pp. 437-447

Persistent link: https://www.econbiz.de/10010240806

Stochastic Pareto-optimal reinsurance policies

Zeng, Xudong; Luo, Shangzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 671-677

Persistent link: https://www.econbiz.de/10010227906

Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model

Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 601-614

Persistent link: https://www.econbiz.de/10010227929