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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
Mathematische Optimierung
577
Portfolio selection
290
Portfolio-Management
290
Dynamic programming
226
Dynamische Optimierung
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
Search theory
57
Suchtheorie
57
Decision under uncertainty
56
Entscheidung unter Unsicherheit
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Resource economics
54
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754
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43
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English
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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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)
2,182
RePEc
220
EconStor
71
BASE
3
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
Showing
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180
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171
A splitting method for band control of brownian motion : with application to mutual reserve optimization
Bensoussan, Alain
;
Liu, John J.
;
Yuan, Jiguang
- In:
Operations research
72
(
2024
)
6
,
pp. 2665-2676
Persistent link: https://www.econbiz.de/10015371547
Saved in:
172
Dynamic matching : characterizing and achieving constant regret
Kerimov, Süleyman
;
Ashlagi, Itai
;
Gurvich, Itai
- In:
Management science : journal of the Institute for …
70
(
2024
)
5
,
pp. 2799-2822
Persistent link: https://www.econbiz.de/10014550941
Saved in:
173
Dynamic consumption and portfolio choice considering information learning and stochastic interest rate
Zhou, Minna
;
Liu, Yongjun
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014551928
Saved in:
174
Planning for the optimal vaccination sequence in the context of a population-stratified model
Zhang, Jingwen
;
Wang, Xinwei
;
Rong, Lili
;
Pan, Qiuwei
; …
- In:
Socio-economic planning sciences : the international …
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014529170
Saved in:
175
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
176
GANs training : a game and
stochastic
control
approach
Guo, Xin
;
Mounjid, Othmane
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 522-556
Persistent link: https://www.econbiz.de/10014514789
Saved in:
177
Farm debt and the over-exploitation of natural capital
Guthrie, Graeme A.
- In:
Resource and energy economics
77
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014534778
Saved in:
178
Dynamic contracting in asset management under the investor-partner-manager relationship
Keppo, Jussi
;
Touzi, Nizar
;
Zuo, Ruiting
- In:
Operations research
72
(
2024
)
3
,
pp. 903-915
Persistent link: https://www.econbiz.de/10014556839
Saved in:
179
An alternative approach to estimating regional input-output tables : the KFLQ method
Kwon, Hana
;
Choi, Sung-Goan
- In:
The annals of regional science : an international …
72
(
2024
)
2
,
pp. 561-578
Persistent link: https://www.econbiz.de/10014558628
Saved in:
180
LQ optimal control of uncertain fractional differential systems
Wang, Zhiwei
;
Zhu, Yuanguo
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
4
,
pp. 577-597
Persistent link: https://www.econbiz.de/10015079807
Saved in:
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