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  • Search: subject:"Optimal switching"
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Year of publication
Subject
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Theorie 18 Theory 18 Optimal switching 16 Real options 13 Real options analysis 12 Realoptionsansatz 12 optimal switching 10 Mathematical programming 9 Mathematische Optimierung 9 Stochastic process 7 Stochastischer Prozess 7 Markov chain 6 Markov-Kette 6 Optimal switching time 6 Investitionsentscheidung 5 Investment decision 5 Snell envelope 5 Non-renewable resources 4 Renewable energy 4 Renewable resources 4 Algorithm 3 Algorithmus 3 Business cycle 3 Dynamic programming 3 Dynamische Optimierung 3 Erneuerbare Energie 3 Optimal switching problem 3 Reversible investment 3 Abatement costs 2 Control theory 2 Crush spread 2 Decision 2 Entscheidung 2 Environmentally friendly technologies 2 Erneuerbare Ressourcen 2 Erschöpfbare Ressourcen 2 Ethanol 2 Exhaustible resources 2 Impulse control 2 Investition 2
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Online availability
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Undetermined 24 Free 12
Type of publication
All
Article 35 Book / Working Paper 9
Type of publication (narrower categories)
All
Article in journal 23 Aufsatz in Zeitschrift 23 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Aufsatz im Buch 1 Book section 1
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Language
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English 29 Undetermined 15
Author
All
Jeon, Haejun 4 Nishihara, Michi 4 Agliardi, Elettra 2 Aïd, René 2 Camacho, Carmen 2 Campi, Luciano 2 Davison, Matt 2 Hassan, Waleed 2 Matsui, Masayuki 2 Maxwell, Christian 2 Mosiño, Alejandro 2 Perninge, Magnus 2 Pham, Huyên 2 Sereno, Luigi 2 Sun, Jing 2 Yamamoto, Hisashi 2 Zervos, Mihail 2 Alon, Titan 1 Bhuvaneshwari, P. 1 Boucekkine, Raouf 1 Carmona, Rene 1 Chao, Xiuli 1 Choi, Kyoung Jin 1 Cortazar, Gonzalo 1 Cruz, Carlos Oliveira 1 DJEHICHE, BOUALEM 1 Doole, Graeme J. 1 Duckworth, Kate 1 Feng, Enmin 1 Feng, Youyi 1 Fershtman, Daniel 1 Finnoff, David 1 Gapeev, Pavel 1 Gapeev, Pavel V. 1 Gassiat, Paul 1 Gong, Zhaohua 1 Guo, Xin 1 HAMADÈNE, SAID 1 Han, Yinbin 1 Hastings, Alan 1
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Institution
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Australian Agricultural and Resource Economics Society - AARES 1 HAL 1 London School of Economics (LSE) 1 Rimini Centre for Economic Analysis (RCEA) 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Mathematics of operations research 4 European journal of operational research : EJOR 2 Mathematical methods of operations research 2 2005 Conference (49th), February 9-11, 2005, Coff's Harbour, Australia 1 American journal of agricultural economics 1 Annals of Economics and Finance 1 Applied Mathematical Finance 1 Asia-Pacific Financial Markets 1 Computing in Economics and Finance 2006 1 Discussion paper 1 Dynamic games and applications : DGA 1 Economic Theory 1 Economic modelling 1 Energy Economics 1 Energy economics 1 Finance Research Letters 1 Finance research letters 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of intelligent enterprise 1 International journal of production economics 1 International review of economics & finance : IREF 1 Journal of Global Optimization 1 Journal of contemporary management : JMC 1 LSE Research Online Documents on Economics 1 Management Science 1 Mathematical methods of operations research : ZOR 1 Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016 1 Operations research forum 1 Operations research letters 1 Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics 1 Resource and Energy Economics 1 Resource and energy economics 1 Risk and decision analysis 1 SFB 649 Discussion Papers 1 Stochastic Processes and their Applications 1 The financial review : the official publication of the Eastern Finance Association 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / HAL 1 Working paper 1
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Source
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ECONIS (ZBW) 27 RePEc 17
Showing 1 - 10 of 44
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What to study and when : a dynamic Roy model of specialization
Alon, Titan; Fershtman, Daniel - 2023
Persistent link: https://www.econbiz.de/10014342273
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Optimal entry and exit decisions under uncertainty and the impact of mean reversion
Tvedt, Jostein - In: Operations research forum 3 (2022) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10013461934
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Social Unrest and the timing of revolution
Camacho, Carmen; Hassan, Waleed - 2021
Persistent link: https://www.econbiz.de/10012643119
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An impulse-regime switching game model of vertical competition
Aïd, René; Campi, Luciano; Li, Liangchen; Ludkovski, Mike - In: Dynamic games and applications : DGA 11 (2021) 4, pp. 631-669
Persistent link: https://www.econbiz.de/10012666343
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The dynamics of revolution : discrimination, social unrest and the optimal timing of revolution
Camacho, Carmen; Hassan, Waleed - In: Economic modelling 128 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014464437
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Optimal switching policy for batch servers
Han, Yinbin; Wang, Zizhuo - In: Operations research letters 51 (2023) 6, pp. 560-567
Persistent link: https://www.econbiz.de/10014465725
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A finite horizon optimal switching problem with memory and application to controlled SDDEs
Perninge, Magnus - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 465-500
Persistent link: https://www.econbiz.de/10012301615
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Optimal decision policy for real options under general Markovian dynamics
Cortazar, Gonzalo; Naranjo, Lorenzo; Sainz, Felipe - In: European journal of operational research : EJOR 288 (2021) 2, pp. 634-647
Persistent link: https://www.econbiz.de/10012439274
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Product recommendation system using optimal switching hybrid algorithm
Bhuvaneshwari, P.; Rao, A. Nagaraja - In: International journal of intelligent enterprise 8 (2021) 2/3, pp. 185-204
Persistent link: https://www.econbiz.de/10012512539
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Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings : a viscosity solution approach
Suzuki, Kiyoshi - In: Mathematics of operations research 46 (2021) 1, pp. 336-360
Persistent link: https://www.econbiz.de/10012498193
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