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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
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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
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172
Markov chain
114
Spieltheorie
110
Markov-Kette
108
Game theory
107
Optimal control
99
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94
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94
Option pricing theory
86
Optionspreistheorie
86
Kybernetik
76
optimal control
73
Cybernetics
72
Geldpolitik
68
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66
singular stochastic control
64
Robust statistics
63
Robustes Verfahren
63
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61
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61
Inventory model
60
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60
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57
Suchtheorie
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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
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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
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
641
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650
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641
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Jin, Zhuo
;
Liu, Guo
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1130-1143
Persistent link: https://www.econbiz.de/10012132524
Saved in:
642
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
643
Failing to foresee the updating of the reference point leads to time-inconsistent investment
Strub, Moris S.
;
Li, Duan
- In:
Operations research
68
(
2020
)
1
,
pp. 199-213
Persistent link: https://www.econbiz.de/10012172306
Saved in:
644
Infinite horizon optimal control of non-convex problems under state constraints
Frankowska, Hélène
- In:
Advances in mathematical economics
23
(
2020
),
pp. 41-83
Persistent link: https://www.econbiz.de/10012172584
Saved in:
645
Optimal investment and consumption problems under correlation ambiguity
Han, Bingyan
;
Ying, Hoi
- In:
IMA journal of management mathematics
31
(
2020
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10012149769
Saved in:
646
Delivery time dynamics in an assemble-to-order inventory and order based production control system
Lin, Junyi
;
Naim, Mohamed M.
;
Spiegler, Virginia L. M.
- In:
International journal of production economics
223
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012233411
Saved in:
647
Production control of failure-prone manufacturing-remanufacturing systems using mixed dedicated and shared facilities
Assid, M.
;
Gharbi, A.
;
Hajji, A.
- In:
International journal of production economics
224
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012233493
Saved in:
648
The Trinomial ATTRIVAR control chart
Simões, Felipe Domingues
;
Costa, Antonio Fernando Branco
; …
- In:
International journal of production economics
224
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012233520
Saved in:
649
Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
Saved in:
650
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
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