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Search: subject:"Stochastic Control"
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Kontrolltheorie
2,009
Control theory
2,005
Stochastischer Prozess
698
Stochastic process
693
Theorie
661
Theory
654
Mathematical programming
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
USA
61
United States
61
Inventory model
60
Lagerhaltungsmodell
60
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57
Suchtheorie
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Decision under uncertainty
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2,244
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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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11
HAL
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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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)
2,182
RePEc
220
EconStor
71
BASE
3
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
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1,671
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1671
Managing disinflation under uncertainty
Tesfaselassie, Mewael F.
;
Schaling, Eric
- In:
Journal of economic dynamics & control
34
(
2010
)
12
,
pp. 2568-2577
Persistent link: https://www.econbiz.de/10009127976
Saved in:
1672
A note on the theory of investment : Hotelling’s rule under process independence
Li, Chuan-Zhong
;
Löfgren, Karl-Gustaf
- In:
Letters in spatial and resource sciences : LSRS
3
(
2010
)
2
,
pp. 55-60
Persistent link: https://www.econbiz.de/10009508363
Saved in:
1673
Modern growth theory
Dasgupta, Dipankar
-
2010
Modern Growth Theory Dipankar Dasgupta OXFORD UNIVERSITY PRESS C ontents Part I: The Solow Model and Optimal Control Theory 1 Long Run Growth: Objectives and Received Theory 1 1.1 Introduction 1 1.2 A Suitable Model of...
Persistent link: https://www.econbiz.de/10008757742
Saved in:
1674
Optimal gradual liquidation of equity from a risky asset
Dokučaev, Nikolaj G.
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1305-1308
Persistent link: https://www.econbiz.de/10008938305
Saved in:
1675
Greenspan, Dodd-Frank and stochastic optimal control
Stein, Jerome L.
- In:
CESifo forum : a bi-monthly journal on European …
11
(
2010
)
4
,
pp. 55-62
Persistent link: https://www.econbiz.de/10008857881
Saved in:
1676
A maximum principle for relaxed
stochastic
control
of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
Saved in:
1677
Fear of model misspecification and the robustness premium
Angelopulos, Kōnstantinos
;
Malley, James R.
-
2010
Robust decision making implies welfare costs or robustness premia when the approximating model is the true data generating process. To examine the importance of these premia at the aggregate level we employ a simple two-sector dynamic general equilibrium model with human capital and introduce an...
Persistent link: https://www.econbiz.de/10008697052
Saved in:
1678
Optimal control of desensitizing inputs : the case of Paylean
Canchi, Devendra
;
Li, Ning
;
Foster, Kenneth Alan
; …
- In:
American journal of agricultural economics
92
(
2010
)
1
,
pp. 56-69
Persistent link: https://www.econbiz.de/10008904384
Saved in:
1679
A computational method for stochastic impulse control problems
Feng, Haolin
;
Muthuraman, Kumar
- In:
Mathematics of operations research
35
(
2010
)
4
,
pp. 830-850
Persistent link: https://www.econbiz.de/10008823135
Saved in:
1680
Uphill self-control
Noor, Jawwad
;
Takeoka, Norio
- In:
Theoretical economics : TE ; journal of the Econometric …
5
(
2010
)
2
,
pp. 127-158
Persistent link: https://www.econbiz.de/10009124838
Saved in:
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