Search Results - subject:"OPTIMAL CONTROL PROBLEM"

Managerial Limited Commitment : A New Class of Stochastic Control Problems

Bensoussan, Alain; Chevalier-Roignant, Benoit; Nguyen, Nam - 2022

The theory of investment and growth of firms has been an important source of stochastic control problems in economics and management science. The issue of optimal management contract under the constraint that a CEO can depart to pursue an outside option ("managerial limited commitment") has been...

Persistent link: https://www.econbiz.de/10014030408

Monetary policy objectives and economic outcomes : what can we learn from a wavelet-based optimal control approach?

Crowley, Patrick M.; Hudgins, David - In: The Manchester School 90 (2022) 2, pp. 144-170

Persistent link: https://www.econbiz.de/10013162690

Managing self-replicating innovative goods

Hu, Bin; Sun, Zhankun - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 399-419

Persistent link: https://www.econbiz.de/10012821188

Min-max robust control in LQ-differential games

Engwerda, Jacob Christiaan - In: Dynamic games and applications : DGA 12 (2022) 4, pp. 1221-1279

Persistent link: https://www.econbiz.de/10013433663

Quantification of risk in classical models of finance

Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10012872493

A perturbation approach to optimal investment, liability ratio, and dividend strategies

Jin, Zhuo; Xu, Zuo Quan; Zou, Bin - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 165-188

Persistent link: https://www.econbiz.de/10012872656

Dynamic optimal control of firms' green innovation investment and pricing strategies with environmental awareness and emission tax

Li, Dongdong - In: Managerial and decision economics : MDE ; the … 43 (2022) 4, pp. 920-932

Persistent link: https://www.econbiz.de/10013288041

Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games

Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas - In: Mathematics of operations research 47 (2022) 1, pp. 72-99

Persistent link: https://www.econbiz.de/10013364853

Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in banach spaces

Frankowska, Hélène; Sagara, Nobusumi - In: Mathematics of operations research 47 (2022) 1, pp. 320-340

Persistent link: https://www.econbiz.de/10013364866

Infinite horizon stochastic impulse control with delay and random coefficients

Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissem; … - In: Mathematics of operations research 47 (2022) 1, pp. 665-689

Persistent link: https://www.econbiz.de/10013364931