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  • Search: subject:"Stochastic Control"
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Year of publication
Subject
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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
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Online availability
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Free 754 Undetermined 730 CC license 43
Type of publication
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Article 1,433 Book / Working Paper 1,046 Other 1
Type of publication (narrower categories)
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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
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Language
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English 2,243 Undetermined 199 German 33 Spanish 3 French 2 Italian 2
Author
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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 Caputo, Michael R. 10 Castelnuovo, Efrem 10 Pham, Huyên 10 Schuhmann, Patrick 10
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Institution
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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
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Published in...
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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) 2,181 RePEc 220 EconStor 71 BASE 3 Other ZBW resources 3 USB Cologne (EcoSocSci) 2
Showing 141 - 150 of 2,480
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Dynamics and Optimal Control of a Spatial Diffusion Hiv/Aids Model with Art and Prep Treatments
Wang, Liping; Din, Anwarud; Wu, Peng - 2022
In this paper, to investigate the synthetic effffect of PrEP (pre-exposure prophylaxis) and ART (antiretrovial therapy) on HIV transmission among MSM (men who have sex with men) in heterogenous environment, an realistic HIV epidemic model with spatial diffusion is established. Here, HIV...
Persistent link: https://www.econbiz.de/10013300713
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Distributed Multi-Energy Storage Cooperative Optimization Control Method for Grid Voltage Stability Improving
Zuo, Hao; Teng, Yun; Chen, Zhe - 2022
In order to solve the problem of grid voltage fluctuations in multi-energy systems. This paper proposes a coordinated optimization control method based on battery electric storage, heat storage, and gas storage. Firstly, analyzing the different operating modes of electricity, heat, and gas in...
Persistent link: https://www.econbiz.de/10013301709
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Optimal Control of Pdes Using Physics-Informed Neural Networks
Mowlavi, Saviz; Nabi, Saleh - 2022
Physics-informed neural networks (PINNs) have recently become a popular method for solving forward and inverse problems governed by partial differential equations (PDEs). By incorporating the residual of the PDE into the loss function of a neural network-based surrogate model for the unknown...
Persistent link: https://www.econbiz.de/10013302915
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A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.; Elliott, Robert J. - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
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A dynamic programming approach to optimal pollution control under uncertain irreversibility : the Poisson case
Boucekkine, Raouf; Ruan, Weihua; Zou, Benteng - 2022
Persistent link: https://www.econbiz.de/10013331036
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Optimal coalition splitting with heterogenous strategies
Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua; Zou, … - 2022
Persistent link: https://www.econbiz.de/10013407519
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Optimization of stochastic production-inventory model for deteriorating items in a definite cycle using Hamilton-Jacobi-Bellman equation
Hau, Bui Minh; Kim, Hwan-Seong; Le Ngoc Bao Long; You, … - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 18 (2022) 4, pp. 397-411
Persistent link: https://www.econbiz.de/10013479359
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PDENLPModels.jl : an NLPModel API for optimization problems with PDE-constraints
Migot, Tangi; Orban, Dominique; Siqueira, Abel S. - 2022
Persistent link: https://www.econbiz.de/10013411719
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Optimal vaccination in a SIRS epedemic model
Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - 2022
We propose and solve an optimal vaccination problem within a deterministic compartmental model of SIRS type: the immunized population can become susceptible again, e.g. because of a not complete immunization power of the vaccine. A social planner thus aims at reducing the number of susceptible...
Persistent link: https://www.econbiz.de/10013252713
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Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness
Chotipong Charoensom; Thaisiri Watewai - 2022
Persistent link: https://www.econbiz.de/10013259623
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