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Search: subject:"Stochastic Control"
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Kontrolltheorie
2,009
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2,005
Stochastischer Prozess
698
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693
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661
Theory
654
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577
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577
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stochastic control
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172
Markov chain
114
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110
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99
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94
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94
Option pricing theory
86
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Kybernetik
76
optimal control
73
Cybernetics
72
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68
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66
singular stochastic control
64
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60
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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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6
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5
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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
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Centre for Development Economics, Delhi School of Economics
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Department of Economics and Business, Universitat Pompeu Fabra
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1
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1
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1
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1
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1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
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1
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1
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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
181
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190
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181
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
Saved in:
182
Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning
Koumou, Gilles Boevi
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 719-733
Persistent link: https://www.econbiz.de/10015050790
Saved in:
183
Consistent curves in the P-world : optimal bonds portfolio
Ouaknin, Gaddiel Y.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 875-888
Persistent link: https://www.econbiz.de/10015050803
Saved in:
184
An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
Calvia, Alessandro
;
Gozzi, Fausto
;
Leocata, Marta
; …
- In:
Journal of mathematical economics
113
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015071926
Saved in:
185
Expected power utility maximization of insurers
Hata, Hiroaki
;
Yasuda, Kazuhiro
- In:
Asia Pacific financial markets
31
(
2024
)
3
,
pp. 543-577
Persistent link: https://www.econbiz.de/10015072354
Saved in:
186
High frequency market making : the role of speed
Aït-Sahalia, Yacine
;
Sağlam, Mehmet
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015074464
Saved in:
187
Asymptotically optimal control of make-to-stock systems
Gao, Xuefeng
;
Huang, Junfei
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 948-985
Persistent link: https://www.econbiz.de/10014564924
Saved in:
188
Managing customer churn via service mode control
Kanoria, Yash
;
Lobel, Ilan
;
Lu, Jiaqi
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1192-1222
Persistent link: https://www.econbiz.de/10014564974
Saved in:
189
Technical note: asymptotically optimal control of omnichannel service systems with pick-up guarantees
Gao, Xuefeng
;
Huang, Junfei
;
Zhang, Jiheng
- In:
Operations research
72
(
2024
)
4
,
pp. 1739-1748
Persistent link: https://www.econbiz.de/10015045708
Saved in:
190
On strategic measures and optimality properties in discrete-time
stochastic
control
with universally measurable policies
Yu, Huizhen
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1734-1760
Persistent link: https://www.econbiz.de/10015047785
Saved in:
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