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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
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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
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110
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108
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99
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94
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94
Option pricing theory
86
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76
optimal control
73
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72
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68
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66
singular stochastic control
64
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Robustes Verfahren
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61
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60
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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
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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
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1
Centre for Development Economics, Delhi School of Economics
1
Department of Economics and Business, Universitat Pompeu Fabra
1
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1
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1
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1
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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
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1
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1
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1
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1
Facoltà di Economia, Università degli Studi di Urbino
1
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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
741
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750
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741
Continuous-time portfolio choice under monotone mean-variance preferences : stochastic factor case
Trybuła, Jakub
;
Zawisza, Dariusz
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 966-987
Persistent link: https://www.econbiz.de/10012105828
Saved in:
742
Approximate Nash equilibria in partially observed stochastic games with mean-field interactions
Saldi, Naci
;
Başar, Tamer
;
Raginsky, Maxim
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1006-1033
Persistent link: https://www.econbiz.de/10012105890
Saved in:
743
Economic and financial modeling techniques in the frequency domain
Taub, Bart
- In:
Economic theory bulletin
7
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012108598
Saved in:
744
How do loyalty programs affect goodwill? : an optimal control approach
Górajski, Mariusz
;
Machowska, Dominika
- In:
4OR : a quarterly journal of operations research
17
(
2019
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10012109164
Saved in:
745
A regular equilibrium solves the extended HJB system
Lindensjö, Kristoffer
- In:
Operations research letters
47
(
2019
)
5
,
pp. 427-432
Persistent link: https://www.econbiz.de/10012110607
Saved in:
746
Multi-item optimal control problem with fuzzy costs and constraints using Fuzzy Variational Principle
Roul, Jotindra Nath
;
Maity, Kalipada
;
Kar, Samarjit
; …
- In:
RAIRO / Operations research
53
(
2019
)
3
,
pp. 1061-1082
Persistent link: https://www.econbiz.de/10012113787
Saved in:
747
Formulation and solution of an optimal control problem for industrial project control
Schmidt, Klaus Werner
;
Hazır, Öncü
-
2019
Persistent link: https://www.econbiz.de/10012116232
Saved in:
748
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
749
Growth and agglomeration in the heterogeneous space : a generalized AK approach
Boucekkine, Raouf
;
Fabbri, Giorgio
;
Federico, Salvatore
; …
- In:
Journal of economic geography
19
(
2019
)
6
,
pp. 1287-1318
Persistent link: https://www.econbiz.de/10012149816
Saved in:
750
Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
Saved in:
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