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  • Search: subject:"Optimal control problem"
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Year of publication
Subject
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Control theory 2,003 Kontrolltheorie 2,003 Stochastic process 567 Stochastischer Prozess 567 Mathematical programming 548 Mathematische Optimierung 548 Theorie 540 Theory 539 Portfolio selection 214 Portfolio-Management 214 Dynamic programming 207 Dynamische Optimierung 207 Spieltheorie 94 Markov chain 93 Markov-Kette 93 Optimal control 92 Game theory 91 Kybernetik 75 Risk 73 Risiko 72 optimal control 72 Cybernetics 71 Option pricing theory 66 Optionspreistheorie 66 Geldpolitik 65 Monetary policy 63 Robust statistics 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 Risikomanagement 45
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Online availability
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Free 586 Undetermined 500 CC license 35
Type of publication
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Article 1,129 Book / Working Paper 893
Type of publication (narrower categories)
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Article in journal 990 Aufsatz in Zeitschrift 990 Graue Literatur 372 Non-commercial literature 372 Arbeitspapier 360 Working Paper 360 Aufsatz im Buch 111 Book section 111 Hochschulschrift 56 Thesis 42 Konferenzschrift 22 Collection of articles of several authors 16 Sammelwerk 16 Lehrbuch 11 Aufsatzsammlung 10 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 1,966 German 32 Undetermined 19 Spanish 3 French 2 Italian 2
Author
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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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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...
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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) 2,003 RePEc 18 EconStor 1
Showing 1,471 - 1,480 of 2,022
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A Matlab Package for Approximating the Solution to a Continuous-Time Stochastic Optimal Control Problem
Windsor, Alistair; Krawczyk, Jacek B. - 1998
Computing the solution to a stochastic optimal control problem is difficult. A method of approximating a solution to a … method of approximating a solution to a given continuous stochastic optimal control problem …
Persistent link: https://www.econbiz.de/10014064373
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An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains
Krawczyk, Jacek B.; Windsor, Alistair - 1998
Strategies for constructing a Markov decision chain approximating a continuous-time finite-horizon optimal control … problem are investigated. Some simple, analytically soluble, examples are treated and low computational complexity is reported …
Persistent link: https://www.econbiz.de/10014068827
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A comparison of five federal reserve chairmen : was greenspan the best?
Fair, Ray C. - In: The B.E. journal of macroeconomics 7 (2007) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10009616772
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Optimal control of biological invasions in lake networks
Potapov, Alexei B.; Lewis, Mark A.; Finnoff, David C. - In: Natural resource modeling : the official journal of the … 20 (2007) 3, pp. 351-379
Persistent link: https://www.econbiz.de/10003674534
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Cooperative systems : control and optimization ; with 17 tables
Grundel, Don (ed.) - 2007
Persistent link: https://www.econbiz.de/10003377454
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The parameter set in an adaptive control Monte Carlo experiment : some considerations
Tucci, Marco Paolo; Kendrick, David A.; Amman, Hans M. - 2007
Persistent link: https://www.econbiz.de/10003825394
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Dynamisches Bestandsmanagement in der Kreislauflogistik
Kleber, Rainer - In: Operations research proceedings 2006 : selected papers …, (pp. 23-28). 2007
Persistent link: https://www.econbiz.de/10003469866
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Determining SMB superstructures by mixed-integer optimal control
Sager, Sebastian; Diehl, Moritz; Singh, Gundeep; … - In: Operations research proceedings 2006 : selected papers …, (pp. 37-42). 2007
Persistent link: https://www.econbiz.de/10003469869
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Managing the quality of a resource with stock and flow controls
Keohane, Nathaniel O.; Van Roy, Benjamin; Zeckhauser, … - In: Journal of public economics 91 (2007) 3/4, pp. 541-569
Persistent link: https://www.econbiz.de/10003428517
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Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
Chellathurai, Thamayanthi; Draviam, Thangaraj - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2168-2195
Persistent link: https://www.econbiz.de/10003485001
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