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  • Search: subject:"Singular control problem"
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Year of publication
Subject
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Singular control problem 8 Mathematical programming 6 Mathematische Optimierung 6 Portfolio selection 5 Portfolio-Management 5 Consumption theory 4 Konsumtheorie 4 Consumer demand theory 3 Nachfragetheorie des Haushalts 3 Capacity Expansion 2 Control theory 2 Kontrolltheorie 2 Liquidity management 2 Maximum principle 2 One-dimensional free boundary problem 2 Optimal stopping problem 2 Search theory 2 Sequential Irreversible Investment 2 Singular Control Problem 2 Suchtheorie 2 Agency theory 1 Altersgrenze 1 Betriebliche Liquidität 1 Capacity expansion 1 Consumption and investment 1 Consumption ratcheting 1 Contract 1 Contract theory 1 Corporate liquidity 1 Drawdown constraint 1 Duality approach 1 Duesenberry 1 Dynamic constraints 1 Dynamic programming 1 Dynamische Optimierung 1 Early retirement option 1 Flexible Altersgrenze 1 Flexible retirement 1 Free boundary value problem 1 General utility 1
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Online availability
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Undetermined 7 Free 3
Type of publication
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Article 8 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 1
Language
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English 9 Undetermined 2
Author
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Jeon, Junkee 4 Park, Kyunghyun 3 Riedel, Frank 3 Su, Xia 3 Grandits, Peter 2 Villeneuve, Stéphane 2 Warin, Xavier 2 Koo, Hyeng-keun 1 Kwak, Minsuk 1
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Institution
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University of Bonn, Germany 1 Université Paris-Dauphine (Paris IX) 1
Published in...
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Mathematics and financial economics 3 Bonn Econ Discussion Papers 2 Finance and stochastics 2 Economics Papers from University Paris Dauphine 1 Finance and Stochastics 1 Mathematical methods of operations research : ZOR 1 Mathematics of operations research 1
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Source
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ECONIS (ZBW) 7 RePEc 3 EconStor 1
Showing 11 - 11 of 11
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On irreversible investment
Riedel, Frank; Su, Xia - In: Finance and Stochastics 15 (2011) 4, pp. 607-633
Persistent link: https://www.econbiz.de/10009400210
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