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  • Search: subject:"Stochastic control problem"
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Year of publication
Subject
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Control theory 2,005 Kontrolltheorie 2,005 Stochastic process 567 Stochastischer Prozess 567 Mathematical programming 549 Mathematische Optimierung 549 Theorie 540 Theory 539 Portfolio selection 214 Portfolio-Management 214 Dynamic programming 208 Dynamische Optimierung 208 Markov chain 96 Markov-Kette 95 Spieltheorie 94 Optimal control 92 Game theory 91 Kybernetik 76 Risk 73 Cybernetics 72 Risiko 72 optimal control 72 Option pricing theory 66 Optionspreistheorie 66 Geldpolitik 65 Monetary policy 63 Robust statistics 63 Robustes Verfahren 63 USA 61 United States 61 Inventory model 60 Lagerhaltungsmodell 60 Resource economics 52 Ressourcenökonomik 52 Production control 51 Produktionssteuerung 51 Decision under uncertainty 50 Entscheidung unter Unsicherheit 50 Stochastic optimal control 46 Risikomanagement 45
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Online availability
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Free 580 Undetermined 494 CC license 35
Type of publication
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Article 1,118 Book / Working Paper 891
Type of publication (narrower categories)
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Article in journal 991 Aufsatz in Zeitschrift 991 Graue Literatur 372 Non-commercial literature 372 Arbeitspapier 360 Working Paper 360 Aufsatz im Buch 111 Book section 111 Hochschulschrift 56 Thesis 42 Konferenzschrift 22 Collection of articles of several authors 16 Sammelwerk 16 Aufsatzsammlung 11 Lehrbuch 11 Textbook 9 Conference paper 7 Konferenzbeitrag 7 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 Mehrbändiges Werk 2 Multi-volume publication 2 Bibliografie 1
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Language
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English 1,968 German 32 Undetermined 4 Spanish 3 French 2 Italian 2
Author
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Stein, Jerome L. 46 Ferrari, Giorgio 32 Feichtinger, Gustav 27 Kort, Peter M. 27 Boucekkine, Raouf 26 Sethi, Suresh 24 Federico, Salvatore 21 Neck, Reinhard 21 Brock, William A. 20 Hartl, Richard F. 19 Seierstad, Atle 19 Xepapadeas, Anastasios 18 Gozzi, Fausto 17 Caulkins, Jonathan P. 14 Forsyth, Peter 14 Hudgins, David 14 Kohlmann, Michael 14 Sethi, Suresh P. 14 Bensoussan, Alain 13 Camacho, Carmen 13 Crowley, Patrick M. 13 Tucci, Marco Paolo 13 Zou, Benteng 13 Fleming, Wendell Helms 12 Fabbri, Giorgio 11 Fürnkranz-Prskawetz, Alexia 11 Grass, Dieter 11 Tragler, Gernot 11 Amman, Hans M. 10 Caputo, Michael R. 10 Castelnuovo, Efrem 10 Winkler, Ralph 10 Chahim, Mohammed 9 De Angelis, Tiziano 9 Kendrick, David A. 9 Savin, Ivan 9 Semmler, Willi 9 Wrzaczek, Stefan 9 Young, Virginia R. 9 Blueschke, Dmitri 8
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Institution
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National Bureau of Economic Research 10 Social Systems Research Institute 5 Federal Reserve Bank of San Francisco 3 Bonn Graduate School of Economics 2 Universitetet i Oslo / Økonomisk institutt 2 Belgian French German Conference on Optimization <9, 1998, Namur> 1 Carnegie Rochester Conference on Public Policy <1976, 11, Pittsburgh, Pa.> 1 Centre for Actuarial Studies 1 Ekonomiska forskningsinstitutet <Stockholm> 1 Erasmus Research Institute of Management 1 FAO 1 French German Spanish Conference on Optimization <12, 2004, Avignon> 1 Institut für Angewandte Mathematik <Hamburg> 1 Institut für Theoretische Volkswirtschaftslehre <Hamburg> 1 Institutt for Sosialøkonomi 1 International Conference on Dynamic Modelling and Control of National Economies <2, 1977, Wien> 1 International Conference on Optimization and Optimal Control <2001, T'ainan> 1 Internationale Förderung für Automatische Lenkung 1 Kingston Conference on Differential Games and Control Theory <3., 1978, Kingston, RI> 1 Konjunkturinstitutet <Stockholm> 1 Melbourne Business School 1 National Association of Accountants 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Springer Fachmedien Wiesbaden 1 Springer International Publishing 1 Symposium on Modeling and Control of Economic Systems <10, 2001, Klagenfurt> 1 Symposium on Operations Research <24, 1999, Magdeburg> 1 Umeå Universitet / Institutionen för Nationalekonomi 1 University of Rhode Island 1 Universität Bremen 1 Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Universität Mannheim 1 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 1 Universiṭat Bar-Ilan / Department of Economics 1 Verlag Mainz 1 Viennese Conference on Optimal Control and Dynamic Games <14., 2018, Wien> 1 Viennese Workshop on Economic Applications of Control Theory <1, 1981, Wien> 1 Viennese Workshop on Economic Applications of Control Theory <2, 1984, Wien> 1 Viennese Workshop on Optimal Control Theory and Economic Analysis <3, 1987, Wien> 1 Workshop on Cooperative Control and Optimization <1, 2000, Gainesville, Fla.> 1
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Published in...
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Journal of economic dynamics & control 64 European journal of operational research : EJOR 48 Insurance / Mathematics & economics 38 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 32 Mathematics of operations research 28 International journal of production research 26 Computational economics 22 Mathematical finance : an international journal of mathematics, statistics and financial theory 22 Operations research 22 CESifo working papers 21 Mathematical methods of operations research 21 Finance and stochastics 18 Operations research letters 17 International journal of theoretical and applied finance 16 International journal of production economics 15 Dynamic games and applications : DGA 14 Macroeconomic dynamics 14 American journal of agricultural economics 13 Journal of mathematical finance 13 SpringerLink / Bücher 13 Management science : journal of the Institute for Operations Research and the Management Sciences 12 Working paper 12 Journal of economic theory 11 Lecture Notes in Economics and Mathematical Systems 10 Mathematics and financial economics 10 NBER working paper series 10 Risks : open access journal 10 Applied mathematical finance 9 Games 9 International game theory review 9 International journal of productivity and quality management : IJPQM 9 Journal of mathematical economics 9 Memorandum from Department of Economics, University of Oslo 9 Scandinavian actuarial journal 9 CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute 8 CoFE discussion papers 8 Discussion paper / Center for Economic Research, Tilburg University 8 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 8 Lecture notes in economics and mathematical systems : LNEMS 8 Mathematical control theory and finance 8
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Source
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ECONIS (ZBW) 2,005 RePEc 4
Showing 91 - 100 of 2,009
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The dynamics of working hours and wages under implicit contracts
Guerrazzi, Marco; Giribone, Pier Giuseppe - In: Bulletin of economic research 74 (2022) 4, pp. 1075-1094
Persistent link: https://www.econbiz.de/10013468176
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
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Optimal Control for Parallel Queues with a Single Batch Server
Chen, Hongyu; Wang, Zizhuo - 2022
We consider a queueing system with multiple Poisson arrival queues and a single batch server that has infinite capacity and a fixed service time. The problem is to allocate the server at each moment to minimize the long-run average waiting cost. We propose a Cost-Arrival Weighted (CAW) policy...
Persistent link: https://www.econbiz.de/10014084943
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Linear Quadratic Approximation of Rationally Inattentive Control Problems
Miao, Jianjun - 2022
This paper proposes a linear quadratic approximation approach to dynamic nonlinear rationally inattentive control problems with multiple states and multiple controls. An efficient toolbox to implement this approach is provided. Applying this toolbox to four economic examples demonstrates that...
Persistent link: https://www.econbiz.de/10014243836
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Robustness of stochastic optimal control to approximate diffusion models under several cost evaluation criteria
Pradhan, Somnath; Yüksel, Serdar - In: Mathematics of operations research 49 (2024) 4, pp. 2049-2077
Persistent link: https://www.econbiz.de/10015197730
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Optimal control under uncertainty : application to the issue of CAT bonds
Baradel, Nicolas - In: Insurance : mathematics and economics 117 (2024), pp. 16-44
Persistent link: https://www.econbiz.de/10015066883
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Linear quadratic approximation of rationally inattentive control problems
Miao, Jianjun; Zhang, Bo - In: Macroeconomic dynamics 28 (2024) 6, pp. 1371-1393
Persistent link: https://www.econbiz.de/10015154352
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A continuous time framework for sequential goal-based wealth management
Capponi, Agostino; Zhang, Yuchong - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7664-7691
Persistent link: https://www.econbiz.de/10015144290
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Using the optimal control technique in facilities sharing to increased units' efficiency
Shariat, Afshin; Hosseinnejad, Zahra; Pooya, Alireza - In: Opsearch : journal of the Operational Research Society … 61 (2024) 2, pp. 741-761
Persistent link: https://www.econbiz.de/10015127255
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An optimal software enhancement and customer growth model : a control-theoretic approach
Pradhan, Sujit K.; Kumar, Anil; Kumar, Vijay - In: International journal of quality & reliability management 41 (2024) 9, pp. 2333-2350
Persistent link: https://www.econbiz.de/10015202606
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