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  • Search: subject:"Stochastic Control"
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Year of publication
Subject
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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 56 Resource economics 54
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Online availability
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Free 754 Undetermined 731 CC license 43
Type of publication
All
Article 1,433 Book / Working Paper 1,047 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 Aufsatzsammlung 11 Lehrbuch 11 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 2,244 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 Tragler, Gernot 11 Caputo, Michael R. 10 Castelnuovo, Efrem 10 Pham, Huyên 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) 2,182 RePEc 220 EconStor 71 BASE 3 Other ZBW resources 3 USB Cologne (EcoSocSci) 2
Showing 2,311 - 2,320 of 2,481
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Nonsmooth infinite horizon control problems
Seierstad, Atle - 1996
Persistent link: https://www.econbiz.de/10000950804
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Towards conctructing an objective function for Austrian fiscal policy-making : an optimum control approach
Neck, Reinhard - 1996
Persistent link: https://www.econbiz.de/10000951628
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Optimal control of linear systems with time varying drift parameters : the Guassian case
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986515
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"Optimale" Wirtschaftspolitik für die neunziger Jahre : eine quantitative Analyse
Neck, Reinhard - In: Wirtschaftswissenschaftliche Forschung für die …, (pp. 21-39). 1996
Persistent link: https://www.econbiz.de/10001318275
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Zur Gestaltung der "Stabilisierungsabteilung" des österreichischen Budgets
Neck, Reinhard - In: Wege zur Ganzheit : Festschrift für J. Hanns Pichler …, (pp. 459-475). 1996
Persistent link: https://www.econbiz.de/10001296830
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Stochastic optimal control : the discrete-time case
Bertsekas, Dimitri P.; Shreve, Steven E. - 1996 - [Reprint]
Persistent link: https://www.econbiz.de/10000633414
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Improving Productivity by Periodic Performance Evaluation: A Bayesian Stochastic Model
Fernández-Gaucherand, Emmanuel; Jain, Sanjay; Lee, Hau L. - In: Management Science 41 (1995) 10, pp. 1669-1678
. We model the situation as a parameter adaptive Bayesian stochastic control problem, and use dynamic programming …
Persistent link: https://www.econbiz.de/10009191139
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Survival and growth with a fixed liability : optimal portfolio strategies in continuous time
Browne, Sid - 1995
Persistent link: https://www.econbiz.de/10001499017
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Optimal macroeconomic policies with varying time horizon
Neck, Reinhard - In: Selected papers of the International Conference on …, (pp. 215-220). 1995
Persistent link: https://www.econbiz.de/10001315789
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An analytical numerical method for solving adaptive control models which include forward-looking variables
Achath, Sudhakar - In: Poverty, environment and economic development : …, (pp. 293-340). 1995
Persistent link: https://www.econbiz.de/10001300363
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