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  • Search: subject:"OPTIMAL CONTROL PROBLEM"
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Year of publication
Subject
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Control theory 2,012 Kontrolltheorie 2,012 Stochastic process 572 Stochastischer Prozess 572 Mathematical programming 551 Mathematische Optimierung 551 Theorie 540 Theory 539 Portfolio selection 216 Portfolio-Management 216 Dynamic programming 212 Dynamische Optimierung 212 Markov chain 95 Markov-Kette 95 Spieltheorie 95 Game theory 92 Optimal control 92 Kybernetik 77 Cybernetics 73 Risk 73 optimal control 73 Risiko 72 Option pricing theory 66 Optionspreistheorie 66 Geldpolitik 65 Monetary policy 63 Robust statistics 63 Robustes Verfahren 63 Inventory model 61 Lagerhaltungsmodell 61 USA 61 United States 61 Resource economics 52 Ressourcenökonomik 52 Production control 51 Produktionssteuerung 51 Decision under uncertainty 50 Entscheidung unter Unsicherheit 50 Stochastic optimal control 47 Search theory 46
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Online availability
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Free 591 Undetermined 503 CC license 38
Type of publication
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Article 1,134 Book / Working Paper 897
Type of publication (narrower categories)
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Article in journal 994 Aufsatz in Zeitschrift 994 Graue Literatur 375 Non-commercial literature 375 Arbeitspapier 363 Working Paper 363 Aufsatz im Buch 111 Book section 111 Hochschulschrift 56 Thesis 42 Konferenzschrift 22 Collection of articles of several authors 16 Sammelwerk 16 Aufsatzsammlung 11 Lehrbuch 11 Textbook 9 Conference paper 7 Konferenzbeitrag 7 Festschrift 6 Collection of articles written by one author 5 Forschungsbericht 5 Sammlung 5 Case study 4 Conference proceedings 4 Fallstudie 4 Mikroform 3 Rezension 3 Systematic review 3 Übersichtsarbeit 3 Bibliografie enthalten 2 Bibliography included 2 Mehrbändiges Werk 2 Multi-volume publication 2 Article 1 Bibliografie 1
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Language
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English 1,975 German 32 Undetermined 19 Spanish 3 French 2 Italian 2
Author
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Stein, Jerome L. 46 Ferrari, Giorgio 34 Feichtinger, Gustav 27 Kort, Peter M. 27 Boucekkine, Raouf 26 Sethi, Suresh 24 Federico, Salvatore 22 Neck, Reinhard 21 Brock, William A. 20 Hartl, Richard F. 19 Seierstad, Atle 19 Xepapadeas, Anastasios 18 Gozzi, Fausto 17 Caulkins, Jonathan P. 14 Forsyth, Peter 14 Hudgins, David 14 Kohlmann, Michael 14 Sethi, Suresh P. 14 Bensoussan, Alain 13 Camacho, Carmen 13 Crowley, Patrick M. 13 Tucci, Marco Paolo 13 Zou, Benteng 13 Fleming, Wendell Helms 12 Fabbri, Giorgio 11 Fürnkranz-Prskawetz, Alexia 11 Grass, Dieter 11 Tragler, Gernot 11 Amman, Hans M. 10 Caputo, Michael R. 10 Castelnuovo, Efrem 10 Winkler, Ralph 10 Chahim, Mohammed 9 De Angelis, Tiziano 9 Kendrick, David A. 9 Savin, Ivan 9 Semmler, Willi 9 Wrzaczek, Stefan 9 Young, Virginia R. 9 Blueschke, Dmitri 8
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Institution
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National Bureau of Economic Research 10 Social Systems Research Institute 5 Federal Reserve Bank of San Francisco 3 Bonn Graduate School of Economics 2 Universitetet i Oslo / Økonomisk institutt 2 Belgian French German Conference on Optimization <9, 1998, Namur> 1 Carnegie Rochester Conference on Public Policy <1976, 11, Pittsburgh, Pa.> 1 Centre for Actuarial Studies 1 Department of Applied Economics, Utah State University 1 EconWPA 1 Ekonomiska forskningsinstitutet <Stockholm> 1 Erasmus Research Institute of Management 1 FAO 1 Finance Discipline Group, Business School 1 French German Spanish Conference on Optimization <12, 2004, Avignon> 1 Graduate School of International Relations, International University of Japan 1 Institut für Angewandte Mathematik <Hamburg> 1 Institut für Theoretische Volkswirtschaftslehre <Hamburg> 1 Institutt for Sosialøkonomi 1 International Conference on Dynamic Modelling and Control of National Economies <2, 1977, Wien> 1 International Conference on Optimization and Optimal Control <2001, T'ainan> 1 Internationale Förderung für Automatische Lenkung 1 Kingston Conference on Differential Games and Control Theory <3., 1978, Kingston, RI> 1 Konjunkturinstitutet <Stockholm> 1 Melbourne Business School 1 National Association of Accountants 1 Springer Fachmedien Wiesbaden 1 Springer International Publishing 1 Symposium on Modeling and Control of Economic Systems <10, 2001, Klagenfurt> 1 Symposium on Operations Research <24, 1999, Magdeburg> 1 Umeå Universitet / Institutionen för Nationalekonomi 1 University of Rhode Island 1 Universität Bremen 1 Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Universität Mannheim 1 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 1 Universiṭat Bar-Ilan / Department of Economics 1 Verlag Mainz 1 Viennese Conference on Optimal Control and Dynamic Games <14., 2018, Wien> 1 Viennese Workshop on Economic Applications of Control Theory <1, 1981, Wien> 1
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Published in...
All
Journal of economic dynamics & control 64 European journal of operational research : EJOR 48 Insurance / Mathematics & economics 38 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 35 Mathematics of operations research 28 International journal of production research 26 Computational economics 22 Mathematical finance : an international journal of mathematics, statistics and financial theory 22 Operations research 22 CESifo working papers 21 Mathematical methods of operations research 21 Finance and stochastics 18 Operations research letters 17 International journal of theoretical and applied finance 16 International journal of production economics 15 Dynamic games and applications : DGA 14 Macroeconomic dynamics 14 American journal of agricultural economics 13 Journal of mathematical finance 13 SpringerLink / Bücher 13 Management science : journal of the Institute for Operations Research and the Management Sciences 12 Working paper 12 Journal of economic theory 11 Applied mathematical finance 10 Lecture Notes in Economics and Mathematical Systems 10 Mathematics and financial economics 10 NBER working paper series 10 Risks : open access journal 10 Games 9 International game theory review 9 International journal of productivity and quality management : IJPQM 9 Journal of mathematical economics 9 Memorandum from Department of Economics, University of Oslo 9 Scandinavian actuarial journal 9 CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute 8 CoFE discussion papers 8 Discussion paper / Center for Economic Research, Tilburg University 8 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 8 Lecture notes in economics and mathematical systems : LNEMS 8 Mathematical control theory and finance 8
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Source
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ECONIS (ZBW) 2,012 RePEc 18 EconStor 1
Showing 111 - 120 of 2,031
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Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu; Liang, Yanzi; Lan, Xinchen; Lu, Zheng - In: Finance research letters 64 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
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GANs training : a game and stochastic control approach
Guo, Xin; Mounjid, Othmane - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 522-556
Persistent link: https://www.econbiz.de/10014514789
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Farm debt and the over-exploitation of natural capital
Guthrie, Graeme A. - In: Resource and energy economics 77 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10014534778
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Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim; Ourkiya, Nacer - In: Dynamic games and applications : DGA 14 (2024) 3, pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
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Dynamic contracting in asset management under the investor-partner-manager relationship
Keppo, Jussi; Touzi, Nizar; Zuo, Ruiting - In: Operations research 72 (2024) 3, pp. 903-915
Persistent link: https://www.econbiz.de/10014556839
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An alternative approach to estimating regional input-output tables : the KFLQ method
Kwon, Hana; Choi, Sung-Goan - In: The annals of regional science : an international … 72 (2024) 2, pp. 561-578
Persistent link: https://www.econbiz.de/10014558628
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LQ optimal control of uncertain fractional differential systems
Wang, Zhiwei; Zhu, Yuanguo - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 4, pp. 577-597
Persistent link: https://www.econbiz.de/10015079807
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On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian; Nolan, Charles - In: Journal of economic dynamics & control 162 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
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Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning
Koumou, Gilles Boevi - In: Quantitative finance 24 (2024) 6, pp. 719-733
Persistent link: https://www.econbiz.de/10015050790
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An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
Calvia, Alessandro; Gozzi, Fausto; Leocata, Marta; … - In: Journal of mathematical economics 113 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015071926
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