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Search: subject:"OPTIMAL CONTROL PROBLEM"
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Control theory
2,001
Kontrolltheorie
2,001
Stochastic process
566
Stochastischer Prozess
566
Mathematical programming
548
Mathematische Optimierung
548
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539
Theory
538
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214
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214
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207
Dynamische Optimierung
207
Markov chain
93
Markov-Kette
93
Spieltheorie
93
Optimal control
92
Game theory
90
Kybernetik
75
Risk
73
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72
optimal control
72
Cybernetics
71
Option pricing theory
66
Optionspreistheorie
66
Geldpolitik
65
Monetary policy
63
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63
Robustes Verfahren
63
USA
61
United States
61
Inventory model
60
Lagerhaltungsmodell
60
Resource economics
52
Ressourcenökonomik
52
Production control
51
Produktionssteuerung
51
Decision under uncertainty
50
Entscheidung unter Unsicherheit
50
Stochastic optimal control
46
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45
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586
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499
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35
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Article
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891
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111
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English
1,964
German
32
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19
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3
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Stein, Jerome L.
46
Ferrari, Giorgio
32
Feichtinger, Gustav
27
Kort, Peter M.
27
Boucekkine, Raouf
26
Sethi, Suresh
24
Federico, Salvatore
21
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
Amman, Hans M.
10
Caputo, Michael R.
10
Castelnuovo, Efrem
10
Tragler, Gernot
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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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...
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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)
32
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
Working paper
12
Journal of economic theory
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Lecture Notes in Economics and Mathematical Systems
10
Mathematics and financial economics
10
NBER working paper series
10
Risks : open access journal
10
Applied mathematical finance
9
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)
2,001
RePEc
18
EconStor
1
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11
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11
Quadratic optimal control of graphon Q-noise linear systems
Dunyak, Alex
;
Caines, Peter E.
-
2024
Persistent link: https://www.econbiz.de/10015073660
Saved in:
12
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
13
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
Saved in:
14
Optimal control in linear-quadratic stochastic advertising models with memory
Giordano, Michele
;
Yurchenko-Tytarenko, Anton
- In:
Decisions in economics and finance : a journal of …
47
(
2024
)
1
,
pp. 275-298
Persistent link: https://www.econbiz.de/10015044806
Saved in:
15
A crash course in differential games and applications
Zeeuw, Aart de
- In:
Environmental and resource economics
87
(
2024
)
6
,
pp. 1521-1544
Persistent link: https://www.econbiz.de/10015044914
Saved in:
16
Classical solutions to graphon MFG equations with affine control : Lipschitz mappings on Hölder spaces
Huang, Minyi
;
Caines, Peter E.
-
2024
Persistent link: https://www.econbiz.de/10015101696
Saved in:
17
Optimal performance of a tontine overlay subject to withdrawal constraints
Forsyth, Peter
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 94-128
Persistent link: https://www.econbiz.de/10014485602
Saved in:
18
Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
28
(
2024
)
3
,
pp. 813-863
Persistent link: https://www.econbiz.de/10015130389
Saved in:
19
A stochastic non-zero-sum game of controlling the debt-to-GDP ratio
Dammann, Felix
;
Rodosthenous, Néofytos
;
Villeneuve, …
-
2024
Persistent link: https://www.econbiz.de/10015097460
Saved in:
20
A critical introduction to the usual robust control framework in macroeconomics
Tucci, Marco Paolo
- In:
Computational economics
64
(
2024
)
2
,
pp. 625-641
Persistent link: https://www.econbiz.de/10015078051
Saved in:
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