EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Optimal control problem"
Narrow search

Narrow search

Year of publication
Subject
All
Control theory 2,003 Kontrolltheorie 2,003 Stochastic process 567 Stochastischer Prozess 567 Mathematical programming 548 Mathematische Optimierung 548 Theorie 539 Theory 538 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
more ... less ...
Online availability
All
Free 586 Undetermined 500 CC license 35
Type of publication
All
Article 1,129 Book / Working Paper 893
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
English 1,966 German 32 Undetermined 19 Spanish 3 French 2 Italian 2
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
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) 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
more ... less ...
Source
All
ECONIS (ZBW) 2,003 RePEc 18 EconStor 1
Showing 41 - 50 of 2,022
Cover Image
A non-linear optimal control model for illicit drug use and terrorism dynamics in developing countries with time-dependent control variables
Akanni, J. O. - In: Decision analytics journal 8 (2023), pp. 1-19
and critically examine a non-linear optimal control problem based on an existing non-linear compartmental model of illicit …
Persistent link: https://www.econbiz.de/10014517192
Saved in:
Cover Image
Optimal coalition splitting with heterogenous strategies
Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua; Zou, … - In: Fulbright review of economics and policy 3 (2023) 2, pp. 184-202
Purpose The authors characterize the conditions under which a country may eventually split and when it splits within an infinite horizon multi-stage differential game. Design/methodology/approach In contrast to the existing literature, the authors do not assume that after splitting, players will...
Persistent link: https://www.econbiz.de/10014517741
Saved in:
Cover Image
The generalized cash balance problem : optimization-based one step ahead optimal control
Bhaya, Amit; Kaszkurewicz, Eugenius - In: International transactions in operational research : a … 30 (2023) 6, pp. 3993-4025
Persistent link: https://www.econbiz.de/10014328118
Saved in:
Cover Image
Linear-quadratic-singular stochastic differential games and applications
Dianetti, Jodi - 2023
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call...
Persistent link: https://www.econbiz.de/10014277006
Saved in:
Cover Image
Algorithmic market making in dealer markets with hedging and market impact
Barzykin, Alexander; Bergault, Philippe; Guéant, Olivier - In: Mathematical finance : an international journal of … 33 (2023) 1, pp. 41-79
Persistent link: https://www.econbiz.de/10014278660
Saved in:
Cover Image
Optimal decision making for empty container management at seaport yard
Ngo Quang Vinh; You, Sam-Sang; Le Ngoc Bao Long; Kim, … - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 19 (2023) 1, pp. 75-59
Persistent link: https://www.econbiz.de/10014259025
Saved in:
Cover Image
A Comparison of Reinforcement Learning and Deep Trajectory Based Stochastic Control Agents for Stepwise Mean-Variance Hedging
Fathi, Ali; Hientzsch, Bernhard - 2023
We consider two data-driven approaches to hedging, Reinforcement Learning and Deep Trajectory-based Stochastic Optimal Control, under a stepwise mean-variance objective. We compare their performance for a European call option in the presence of transaction costs under discrete trading schedules....
Persistent link: https://www.econbiz.de/10014265284
Saved in:
Cover Image
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora - In: Finance and stochastics 27 (2023) 2, pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
Saved in:
Cover Image
Optimal Control Problems for Stochastic Problems with Absorbing Regimes
Kopeliovich, Yaacov - 2023
In this note we formulate an optimality problem for Stochastic process with a regime absorbing state. We present a solution for this problem as a pair of differential equations that are recusrsively linked. As an application I obtain an analytical for the Merton portfolio problem in a case for a...
Persistent link: https://www.econbiz.de/10014255514
Saved in:
Cover Image
Irreversible Consumption Habit under Ambiguity : Singular Control and Optimal G-Stopping Time
Park, Kyunghyun; Chen, Kexin; Wong, Hoi Ying - 2023
Consider robust utility maximization with an irreversible consumption habit, where an agent concerned about model ambiguity is unwilling to decrease consumption and must simultaneously contend with a disutility (i.e., an adjustment cost) due to a consumption increase. While the optimization is a...
Persistent link: https://www.econbiz.de/10014256621
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...