Search Results - subject:"Robust Control"

Robustly Optimal Monetary Policy in a Microfounded New Keynesian Model

Adam, Klaus; Woodford, Michael - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2012

We consider optimal monetary stabilization policy in a New Keynesian model with explicit microfoundations, when the central bank recognizes that private-sector expectations need not be precisely model-consistent, and wishes to choose a policy that will be as good as possible in the case of any...

Persistent link: https://www.econbiz.de/10009651852

Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?

Faria, Gonçalo; Correia-da-Silva, João - Faculdade de Economia, Universidade do Porto - 2012

to assess if this continues to be true in the presence of ambiguity. Adopting robust control and perturbation theory …

Persistent link: https://www.econbiz.de/10010634122

Three types of robust Ramsey problems in a linear-quadratic framework

Kwon, Hyosung; Miao, Jianjun - In: Journal of economic dynamics & control 76 (2017), pp. 211-231

Persistent link: https://www.econbiz.de/10011817218

Inventory management of supply chain with robust control theory : literature review

Zemzam, Azeddine; El Maataoui, Mohammed; Hlyal, Mustapha; … - In: International journal of logistics systems and management 27 (2017) 4, pp. 438-465

Persistent link: https://www.econbiz.de/10011817833

Robust optimization of credit portfolios

Bo, Lijun; Capponi, Agostino - In: Mathematics of operations research 42 (2017) 1, pp. 30-56

Persistent link: https://www.econbiz.de/10011654555

Robust controlling of chaotic behavior in supply chain networks

Nav, H. Norouzi; Motlagh, M. R. Jahed; Makui, A. - In: Journal of the Operational Research Society : OR 68 (2017) 6, pp. 711-724

Persistent link: https://www.econbiz.de/10011656958

A minmax regret price control model for managing perishable products with uncertain parameters

Wang, Jiamin; Xiao, Baichun - In: European journal of operational research : EJOR 258 (2017) 2, pp. 652-663

Persistent link: https://www.econbiz.de/10011644430

Strategy map concepts in a balanced scorecard cockpit improve performance

Hu, Bo; Leopold-Wildburger, Ulrike; Strohhecker, Jürgen - In: European journal of operational research : EJOR 258 (2017) 2, pp. 664-676

Persistent link: https://www.econbiz.de/10011644438

Robust inventory control of production systems subject to uncertainties on demand and lead times

Abbou, Rosa; Loiseau, Jean Jacques; Moussaoui, Charifa - In: International journal of production research 55 (2017) 7/8, pp. 2177-2196

Persistent link: https://www.econbiz.de/10011648519

Robust optimal investment and reinsurance problem for a general insurance company under Heston model

Huang, Ya; Xiangqun, Yang; Zhou, Jieming - In: Mathematical methods of operations research 85 (2017) 2, pp. 305-326

Persistent link: https://www.econbiz.de/10011714438