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Search: subject:"Stochastic control problem"
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Control theory
2,005
Kontrolltheorie
2,005
Stochastic process
567
Stochastischer Prozess
567
Mathematical programming
549
Mathematische Optimierung
549
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540
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539
Portfolio selection
214
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214
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208
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208
Markov chain
96
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95
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94
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92
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91
Kybernetik
76
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73
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72
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72
optimal control
72
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66
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66
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65
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63
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63
Robustes Verfahren
63
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61
United States
61
Inventory model
60
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60
Resource economics
52
Ressourcenökonomik
52
Production control
51
Produktionssteuerung
51
Decision under uncertainty
50
Entscheidung unter Unsicherheit
50
Stochastic optimal control
46
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45
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580
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494
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1,118
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1,968
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32
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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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National Bureau of Economic Research
10
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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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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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ECONIS (ZBW)
2,005
RePEc
4
Showing
1,011
-
1,020
of
2,009
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date (newest first)
date (oldest first)
1011
Optimal impulse control of a portfolio with a fixed transaction cost
Baccarin, Stefano
;
Marazzina, Daniele
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
2
,
pp. 355-372
Persistent link: https://www.econbiz.de/10010356907
Saved in:
1012
An attribute chart for monitoring the process mean and variance
Haridy, Salah
;
Wu, Zhang
;
Lee, Carman K. M.
;
Rahim, M. Abdur
- In:
International journal of production research
52
(
2014
)
11
,
pp. 3366-3380
Persistent link: https://www.econbiz.de/10010357012
Saved in:
1013
Dynamic modeling of the harvesting function : the conflicting case
Halkos, George E.
;
Papageorgiou, George J.
- In:
Modern economy
5
(
2014
)
7
,
pp. 791-805
Persistent link: https://www.econbiz.de/10010412707
Saved in:
1014
The role of dedicated innovation functions for innovation process control and performance : an empirical study among hospitals
Labitzke, Giso
;
Svoboda, Sven
;
Schultz, Carsten
- In:
Creativity and innovation management
23
(
2014
)
3
,
pp. 235-251
Persistent link: https://www.econbiz.de/10010413596
Saved in:
1015
Robust control and hot spots in spatiotemporal economic systems
Brock, William A.
;
Xepapadeas, Anastasios
; …
- In:
Dynamic games and applications : DGA
4
(
2014
)
3
,
pp. 257-289
Persistent link: https://www.econbiz.de/10010416815
Saved in:
1016
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
1017
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
1018
Independence of the hedging points in PHP control policy
Wang, Z.
;
Chan, Felix T. S.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
5
,
pp. 645-659
Persistent link: https://www.econbiz.de/10010362528
Saved in:
1019
Robust control of a spatially distributed commercial fishery
Brock, William A.
;
Xepapadeas, Anastasios
; …
- In:
Dynamic optimization in environmental economics
,
(pp. 215-241)
.
2014
Persistent link: https://www.econbiz.de/10010365162
Saved in:
1020
On the optimal boundary of a three-dimensional singular
stochastic
control
problem
arising in irreversible investment
De Angelis, Tiziano
;
Federico, Salvatore
;
Ferrari, Giorgio
-
2014
optimization problem is set as a three-dimensional degenerate singular
stochastic
control
problem
. We provide the optimal control …
Persistent link: https://www.econbiz.de/10010366159
Saved in:
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