Search Results - subject:"Stochastic control problem"

A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities

Aktar, Yalçin; Taflin, Erik - In: Mathematics and financial economics 8 (2014) 4, pp. 489-509

Persistent link: https://www.econbiz.de/10010491879

Optimal control indicators for the assessment of the influence of approximate optimal feedback in the baseline RBC model

Kollias, Iraklis - In: International journal of sustainable economies … 3 (2014) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010511514

Sustainable harvest of a native species and control of an invasive species : a bioeconomic model of a commercial fishery invaded by a space competitor

Frésard, Marjolaine; Ropars-Collet, Carole - In: Ecological economics : the transdisciplinary journal of … 106 (2014), pp. 1-11

Persistent link: https://www.econbiz.de/10010493713

On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term

Fabbri, Giorgio; Federico, Salvatore - In: Mathematical economics letters 2 (2014) 3/4, pp. 33-43

Persistent link: https://www.econbiz.de/10010496358

Numerical approximation of free horizon optimal control problems

Sirakaya, Sibel - In: International journal of computational economics and … 4 (2014) 3/4, pp. 362-371

Persistent link: https://www.econbiz.de/10010496411

Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products

Huang, Yao Tung; Kwok, Yue-Kuen - In: Journal of economic dynamics & control 45 (2014), pp. 19-43

Persistent link: https://www.econbiz.de/10010474467

A multi-objective optimization approach for invasive species control

Büyüktahtakın, İ. Esra; Feng, Zhuo; Szidarovszky, Ferenc - In: Journal of the Operational Research Society : OR 65 (2014) 11, pp. 1625-1635

Persistent link: https://www.econbiz.de/10010480229

Optimal control of inequality under uncertainty

Forster, Martin; La Torre, Davide; Lambert, Peter J. - In: Mathematical social sciences 68 (2014), pp. 53-59

Persistent link: https://www.econbiz.de/10010481293

Optimizing mining rates under financial uncertainty in global mining complexes

Kizilkale, Arman C.; Dimitrakopoulos, Roussos - In: International journal of production economics 158 (2014), pp. 359-365

Persistent link: https://www.econbiz.de/10010437945

A solvable two-dimensional degenerate singular stochastic control problem with non convex costs

De Angelis, Tiziano; Ferrari, Giorgio; Moriarty, John - 2014

control problem. The optimisation is motivated by a storage-consumption model in an electricity market, and features a …In this paper we provide a complete theoretical analysis of a two-dimensional degenerate non convex singular stochastic …

Persistent link: https://www.econbiz.de/10010438234

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