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:"Stochastic Control"
Narrow search

Narrow search

Year of publication
Subject
All
Kontrolltheorie 2,008 Control theory 2,004 Stochastischer Prozess 698 Stochastic process 693 Theorie 661 Theory 654 Mathematical programming 577 Mathematische Optimierung 577 Portfolio selection 290 Portfolio-Management 290 Dynamic programming 226 Dynamische Optimierung 221 stochastic control 182 Stochastic control 172 Markov chain 113 Spieltheorie 110 Game theory 107 Markov-Kette 107 Optimal control 99 Risiko 94 Risk 94 Option pricing theory 86 Optionspreistheorie 86 Kybernetik 75 optimal control 73 Cybernetics 71 Geldpolitik 68 Monetary policy 66 singular stochastic control 64 Robust statistics 63 Robustes Verfahren 63 USA 61 United States 61 Inventory model 60 Lagerhaltungsmodell 60 Search theory 57 Suchtheorie 57 Decision under uncertainty 56 Entscheidung unter Unsicherheit 56 Resource economics 54
more ... less ...
Online availability
All
Free 754 Undetermined 730 CC license 43
Type of publication
All
Article 1,433 Book / Working Paper 1,046 Other 1
Type of publication (narrower categories)
All
Article in journal 1,144 Aufsatz in Zeitschrift 1,144 Working Paper 434 Graue Literatur 394 Non-commercial literature 394 Arbeitspapier 382 Aufsatz im Buch 112 Book section 112 Hochschulschrift 56 Thesis 44 Konferenzschrift 22 Article 17 Collection of articles of several authors 16 Sammelwerk 16 Lehrbuch 11 Aufsatzsammlung 10 Textbook 9 Conference paper 8 Konferenzbeitrag 8 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 Conference Paper 2 Mehrbändiges Werk 2 Multi-volume publication 2 research-article 2 Bibliografie 1
more ... less ...
Language
All
English 2,243 Undetermined 199 German 33 Spanish 3 French 2 Italian 2
Author
All
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 Caputo, Michael R. 10 Castelnuovo, Efrem 10 Pham, Huyên 10 Schuhmann, Patrick 10
more ... less ...
Institution
All
Society for Computational Economics - SCE 11 HAL 10 National Bureau of Economic Research 10 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 Department of Economics, University of Texas-Austin 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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
ECONIS (ZBW) 2,181 RePEc 220 EconStor 71 BASE 3 Other ZBW resources 3 USB Cologne (EcoSocSci) 2
Showing 121 - 130 of 2,480
Cover Image
Consumption decision, portfolio choice and healthcare irreversible investment
Ferrari, Giorgio; Zhu, Shihao - 2022
resulting optimization problem is formulated as a stochastic control-stopping problem with a random time-horizon and state …
Persistent link: https://www.econbiz.de/10014374359
Saved in:
Cover Image
Competitive Harvesting of a Renewable Common Resource : A Non-cooperative Stochastic Impulse Control Game
Kwon, H. Dharma - 2022
We examine a game of harvesting a renewable common resource and investigate the ramifications of competition. We formulate the problem as an impulse control game between two competing harvesters and devise a new formulation of closed-loop impulse control strategies. In the case of non-zero setup...
Persistent link: https://www.econbiz.de/10014077474
Saved in:
Cover Image
The Economic Cost of Social Distancing During a Pandemic : An Optimal Control Approach in the SVIR Model
Ramponi, Alessandro; Tessitore, Maria Elisabetta - 2022
We devise a theoretical model for the optimal dynamical control of an infectious disease whose diffusion is described by the SVIR compartmental model. The control is realized through implementing social rules to reduce the disease’s spread, which often implies substantial economic and social...
Persistent link: https://www.econbiz.de/10014078707
Saved in:
Cover Image
An optimal control algorithm is developed based on a generalised Gauss-Newton algorithm using analytic model derivatives. This is implemented in WinSolve
Pierse, Richard G. - 2022
In this paper we propose an algorithm for the solution of optimalcontrol problems with nonlinear models based on a generalised Gauss-Newton algorithm but making use of analytic model derivatives. Themethod is implemented in WinSolve, a general nonlinear model solution program
Persistent link: https://www.econbiz.de/10014079740
Saved in:
Cover Image
Convex monotone semigroups and their generators with respect to Г-convergence
Blessing, Jonas; Denk, Robert; Kupper, Michael; Nendel, Max - 2022
We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to Г-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under the semigroup. To overcome this issue, we consider different...
Persistent link: https://www.econbiz.de/10012880662
Saved in:
Cover Image
Optimal dxecution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - 2022
mathematical modelling leads to a singular stochastic control problem featuring a finite-fuel constraint and partial observation …
Persistent link: https://www.econbiz.de/10012880685
Saved in:
Cover Image
Synthesis of the Algorithm for the Flow Parameters Optimal Control of the Reversible Conveyor
Pihnastyi, Oleh; Ivanovska, Olha; Sobol, Maksym - 2022
Context. The problem of optimal control of flow parameters of a conveyor-type transport system containing sections with reversible conveyors is considered. The object of the stady was an analytical model of a reversible transport conveyor for synthesizing an algorithm for optimal control of the...
Persistent link: https://www.econbiz.de/10014030295
Saved in:
Cover Image
Learning a functional control for high-frequency finance
Leal, Laura; Lauriere, Mathieu; Lehalle, Charles-Albert - In: Quantitative finance 22 (2022) 11, pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
Cover Image
An optimal control of smuggling
Nawaz, Nasreen - In: Global economy journal : GEJ 22 (2022) 1, pp. 1-54
Persistent link: https://www.econbiz.de/10013556992
Saved in:
Cover Image
Optimal Liquidation Strategy for Cryptocurrency Marketplaces Using Stochastic Control
Kubo, Kenji; Nakagawa, Kei; Mizukami, Daiki; Acharya, Dipesh - 2022
appropriate inventory risk. An optimal liquidation strategy based on stochastic control has been proposed for such inventory risk …, we propose an optimal liquidation strategy based on stochastic control that considers the characteristics of the …
Persistent link: https://www.econbiz.de/10014237672
Saved in:
  • First
  • Prev
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...