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  • Search: subject:"Stochastic Control"
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Year of publication
Subject
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Kontrolltheorie 2,008 Control theory 2,004 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 113 Spieltheorie 110 Game theory 107 Markov-Kette 107 Optimal control 99 Risiko 94 Risk 94 Option pricing theory 86 Optionspreistheorie 86 Kybernetik 75 optimal control 73 Cybernetics 71 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 730 CC license 43
Type of publication
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Article 1,433 Book / Working Paper 1,046 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 Lehrbuch 11 Aufsatzsammlung 10 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 2,243 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 Caputo, Michael R. 10 Castelnuovo, Efrem 10 Pham, Huyên 10 Schuhmann, Patrick 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) 2,181 RePEc 220 EconStor 71 BASE 3 Other ZBW resources 3 USB Cologne (EcoSocSci) 2
Showing 71 - 80 of 2,480
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A fractional-order tuberculosis model with efficient and cost-effective optimal control interventions
Olaniyi, Samson; Abimbade, Sulaimon F.; Chuma, Furaha M.; … - In: Decision analytics journal 8 (2023), pp. 1-16
This study is concerned with applying fractional calculus in modelling tuberculosis (TB) transmission dynamics. A new six-dimensional fractional-order mathematical model in the sense of the Caputo derivative operator is formulated to capture memory effects in the spread process of tuberculosis....
Persistent link: https://www.econbiz.de/10014520727
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A Pontryagin's maximum principle and optimal control model with cost-effectiveness analysis of the COVID-19 epidemic
Fatmawati; Chukwu, C. W.; Alqahtani, R. T.; Alfiniyah, C.; … - In: Decision analytics journal 8 (2023), pp. 1-13
The COVID-19 pandemic has ravaged almost every part of the world, causing severe loss of life and economic damage to the world economy. This study proposes a mathematical model of SARS-COV-2 by considering the high-risk population. We establish the local and global stability of the model based...
Persistent link: https://www.econbiz.de/10014516573
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A non-linear optimal control model for illicit drug use and terrorism dynamics in developing countries with time-dependent control variables
Akanni, J. O. - In: Decision analytics journal 8 (2023), pp. 1-19
The burden of illicit drug use and terrorism has become a significant health and social problem in many developing countries. Illicit drug use and terrorism have negatively affected the economy and development of some nations because the death rate due to these two phenomena is increasing daily,...
Persistent link: https://www.econbiz.de/10014517192
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Optimal coalition splitting with heterogenous strategies
Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua; Zou, … - In: Fulbright review of economics and policy 3 (2023) 2, pp. 184-202
Purpose The authors characterize the conditions under which a country may eventually split and when it splits within an infinite horizon multi-stage differential game. Design/methodology/approach In contrast to the existing literature, the authors do not assume that after splitting, players will...
Persistent link: https://www.econbiz.de/10014517741
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Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu; Uğur, Ömür; Aksoy, Ümit - In: Computational economics 62 (2023) 1, pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
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The generalized cash balance problem : optimization-based one step ahead optimal control
Bhaya, Amit; Kaszkurewicz, Eugenius - In: International transactions in operational research : a … 30 (2023) 6, pp. 3993-4025
Persistent link: https://www.econbiz.de/10014328118
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Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - In: Finance and stochastics 27 (2023) 3, pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
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Trading with the crowd
Neuman, Eyal; Voß, Moritz - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 548-617
Persistent link: https://www.econbiz.de/10014329897
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Debt management game and debt ceiling
Dammann, Felix; Rodosthenous, Neofytos; Villeneuve, … - 2023
Persistent link: https://www.econbiz.de/10014251823
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Algorithmic market making in dealer markets with hedging and market impact
Barzykin, Alexander; Bergault, Philippe; Guéant, Olivier - In: Mathematical finance : an international journal of … 33 (2023) 1, pp. 41-79
Persistent link: https://www.econbiz.de/10014278660
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