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Search: subject:"Stochastic Control"
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Kontrolltheorie
2,009
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2,005
Stochastischer Prozess
698
Stochastic process
693
Theorie
661
Theory
654
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577
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577
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290
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290
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226
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221
stochastic control
182
Stochastic control
172
Markov chain
114
Spieltheorie
110
Markov-Kette
108
Game theory
107
Optimal control
99
Risiko
94
Risk
94
Option pricing theory
86
Optionspreistheorie
86
Kybernetik
76
optimal control
73
Cybernetics
72
Geldpolitik
68
Monetary policy
66
singular stochastic control
64
Robust statistics
63
Robustes Verfahren
63
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61
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61
Inventory model
60
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60
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57
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Ferrari, Giorgio
87
Stein, Jerome L.
46
Federico, Salvatore
37
Feichtinger, Gustav
27
Kort, Peter M.
27
Boucekkine, Raouf
26
Sethi, Suresh
25
Neck, Reinhard
24
Brock, William A.
20
Gozzi, Fausto
19
Hartl, Richard F.
19
Seierstad, Atle
19
Xepapadeas, Anastasios
19
Davis, Mark H. A.
18
Lleo, Sébastien
17
Bensoussan, Alain
16
De Angelis, Tiziano
16
Forsyth, Peter
15
Sethi, Suresh P.
15
Caulkins, Jonathan P.
14
Hudgins, David
14
Kohlmann, Michael
14
Camacho, Carmen
13
Crowley, Patrick M.
13
Moriarty, John
13
Tucci, Marco Paolo
13
Young, Virginia R.
13
Zou, Benteng
13
Fleming, Wendell Helms
12
Gonzalez, Fidel
12
Riedel, Frank
12
Amman, Hans M.
11
Fabbri, Giorgio
11
Fürnkranz-Prskawetz, Alexia
11
Grass, Dieter
11
Kendrick, David A.
11
Tragler, Gernot
11
Caputo, Michael R.
10
Castelnuovo, Efrem
10
Pham, Huyên
10
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Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
6
Social Systems Research Institute
5
Department of Agricultural and Resource Economics, University of California-Berkeley
4
EconWPA
4
Federal Reserve Bank of San Francisco
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Bonn Graduate School of Economics
2
Crawford School of Public Policy, Australian National University
2
Departamento de Economía, Universidad Carlos III de Madrid
2
Institut für Weltwirtschaft (IfW)
2
School of Economics and Management, University of Aarhus
2
Universitetet i Oslo / Økonomisk institutt
2
Université Paris-Dauphine (Paris IX)
2
Agricultural and Applied Economics Association - AAEA
1
Belgian French German Conference on Optimization <9, 1998, Namur>
1
COMISEF
1
Carnegie Rochester Conference on Public Policy <1976, 11, Pittsburgh, Pa.>
1
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
Centre for Actuarial Studies
1
Centre for Development Economics, Delhi School of Economics
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics and Related Studies, University of York
1
Department of Economics, Iowa State University
1
Department of Economics, University of Hawaii-Manoa
1
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1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
FAO
1
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
1
Facoltà di Economia, Università degli Studi di Urbino
1
Fondazione ENI Enrico Mattei (FEEM)
1
French German Spanish Conference on Optimization <12, 2004, Avignon>
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Institut für Angewandte Mathematik <Hamburg>
1
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Journal of economic dynamics & control
68
Insurance / Mathematics & economics
60
European journal of operational research : EJOR
52
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
40
Mathematics of operations research
38
Center for Mathematical Economics Working Papers
32
International journal of theoretical and applied finance
29
Operations research
29
International journal of production research
27
Finance and stochastics
26
Mathematical methods of operations research
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Computational economics
24
Finance and Stochastics
22
CESifo working papers
21
Operations research letters
18
Dynamic games and applications : DGA
16
Risks : open access journal
16
International journal of production economics
15
Macroeconomic dynamics
15
Risk-Sensitive Investment Management
15
American journal of agricultural economics
14
Applied mathematical finance
14
Computational Statistics
13
Games
13
Journal of mathematical finance
13
Quantitative finance
13
Scandinavian actuarial journal
13
SpringerLink / Bücher
13
Journal of economic theory
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Mathematical Methods of Operations Research
12
Mathematics and financial economics
12
Working paper
12
Insurance: Mathematics and Economics
10
International Journal of Theoretical and Applied Finance (IJTAF)
10
Journal of mathematical economics
10
Lecture Notes in Economics and Mathematical Systems
10
NBER working paper series
10
Risks
10
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Source
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ECONIS (ZBW)
2,182
RePEc
220
EconStor
71
BASE
3
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
Showing
1,101
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1101
Decentralized
stochastic
control
Mahajan, Aditya
;
Mannan, Mehnaz
-
2016
Persistent link: https://www.econbiz.de/10011507061
Saved in:
1102
The impact of political uncertainty : a robust control approach
Baumann, Robert
;
Svec, Justin
- In:
The B.E. journal of economic analysis & policy
16
(
2016
)
2
,
pp. 837-863
Persistent link: https://www.econbiz.de/10011508008
Saved in:
1103
Simultaneous trading in 'lit' and dark pools
Crisafi, M. Alessandra
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011686741
Saved in:
1104
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
1105
A non-autonomous optimal control model of renewable energy production under the aspect of fluctuating supply and learning by doing
Moser, Elke
;
Grass, Dieter
;
Tragler, Gernot
- In:
OR spectrum : quantitative approaches in management
38
(
2016
)
3
,
pp. 545-575
Persistent link: https://www.econbiz.de/10011699448
Saved in:
1106
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
Barro, Diana
;
Canestrelli, Elio
- In:
OR spectrum : quantitative approaches in management
38
(
2016
)
3
,
pp. 711-742
Persistent link: https://www.econbiz.de/10011699618
Saved in:
1107
On optimal options book execution strategies with market impact
Kalife, Aymeric
;
Mouti, Saad
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011715825
Saved in:
1108
The theory of optimal
stochastic
control
as applied to insurance underwriting cycles
Eckles, David L.
;
McCarthy, David
;
Zeng, Xudong
- In:
North American actuarial journal
20
(
2016
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10011721395
Saved in:
1109
Optimal managing of forest structure using data simulated optimal control
Janová, Jitka
;
Hampel, David
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
2
,
pp. 297-307
Persistent link: https://www.econbiz.de/10011665914
Saved in:
1110
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
Avanzi, Benjamin
;
Tu, Vincent
;
Wong, Bernard
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 709-746
Persistent link: https://www.econbiz.de/10011669766
Saved in:
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