Search Results - subject:"Stochastic Control"

Managerial Limited Commitment : A New Class of Stochastic Control Problems

Bensoussan, Alain; Chevalier-Roignant, Benoit; Nguyen, Nam - 2022

The theory of investment and growth of firms has been an important source of stochastic control problems in economics … Rui (2015). This problem leads to a new class of stochastic control problems, with a stochastic constraint capturing the …

Persistent link: https://www.econbiz.de/10014030408

Monetary policy objectives and economic outcomes : what can we learn from a wavelet-based optimal control approach?

Crowley, Patrick M.; Hudgins, David - In: The Manchester School 90 (2022) 2, pp. 144-170

Persistent link: https://www.econbiz.de/10013162690

Managing self-replicating innovative goods

Hu, Bin; Sun, Zhankun - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 399-419

Persistent link: https://www.econbiz.de/10012821188

Min-max robust control in LQ-differential games

Engwerda, Jacob Christiaan - In: Dynamic games and applications : DGA 12 (2022) 4, pp. 1221-1279

Persistent link: https://www.econbiz.de/10013433663

Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model

Hernández-Hernández, Daniel; Ricalde-Guerrero, Joshué H. - In: Dynamic games and applications : DGA 12 (2022) 4, pp. 1293-1311

Persistent link: https://www.econbiz.de/10013433667

Price setting with strategic complementarities as a mean field game

Lippi, Francesco; Alvarez, Fernando; Souganidis, … - 2022

Persistent link: https://www.econbiz.de/10012806521

Protecting pegged currency markets from speculative investors

Neuman, Eyal; Schied, Alexander - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 405-420

Persistent link: https://www.econbiz.de/10012815970

Quantification of risk in classical models of finance

Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10012872493

Dynamic optimal control of firms' green innovation investment and pricing strategies with environmental awareness and emission tax

Li, Dongdong - In: Managerial and decision economics : MDE ; the … 43 (2022) 4, pp. 920-932

Persistent link: https://www.econbiz.de/10013288041

Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games

Sandholm, William H.; Tran, Hung V.; Arigapudi, Srinivas - In: Mathematics of operations research 47 (2022) 1, pp. 72-99

Persistent link: https://www.econbiz.de/10013364853

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