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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
Theorie
540
Theory
539
Portfolio selection
214
Portfolio-Management
214
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208
Dynamische Optimierung
208
Markov chain
96
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95
Spieltheorie
94
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92
Game theory
91
Kybernetik
76
Risk
73
Cybernetics
72
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72
optimal control
72
Option pricing theory
66
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66
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65
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63
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63
Robustes Verfahren
63
USA
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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35
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Article
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
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1,131
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1131
Optimal regime switching and threshold effects
Boucekkine, Raouf
;
Pommeret, Aude
;
Prieur, F.
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2979-2997
Persistent link: https://www.econbiz.de/10010348088
Saved in:
1132
From mind to market : a global, dynamic analysis of R&D
Hinloopen, Jeroen
;
Smrkolj, Grega
;
Wagener, Florian …
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2729-2754
Persistent link: https://www.econbiz.de/10010348107
Saved in:
1133
Numerical solution of dynamic equilibrium models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2602-2622
Persistent link: https://www.econbiz.de/10010348114
Saved in:
1134
A decision support system for control mechanism of inventory in a dynamic supply chain system considering supply-price trade-off using control theory
Kumar, Anup
;
Mukherjee, Kampan
;
Kumar, Narendra
- In:
International journal of business performance and …
5
(
2013
)
3
,
pp. 308-324
Persistent link: https://www.econbiz.de/10010125910
Saved in:
1135
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
1136
Optimal investment and consumption with default risk : HARA utility
Bo, Lijun
;
Li, Xindan
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Asia-Pacific financial markets
20
(
2013
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010188303
Saved in:
1137
Optimal control of a server farm
Adan, Ivo
;
Kulkarni, Vidyadhar G.
;
Wijk, Sandra van
- In:
INFOR : information systems and operational research
51
(
2013
)
4
,
pp. 241-252
Persistent link: https://www.econbiz.de/10010475774
Saved in:
1138
Optimal control problems with state specific jumps in the state equation
Caliendo, Frank
;
Guo, Nick L.
- In:
Mathematical economics letters
1
(
2013
)
2/4
,
pp. 61-68
Persistent link: https://www.econbiz.de/10010437848
Saved in:
1139
Optimal control of an inventory-production system with state-dependent random yield
Kutzner, Sarah C.
;
Kiesmüller, Gudrun
- In:
European journal of operational research : EJOR
227
(
2013
)
3
,
pp. 444-452
Persistent link: https://www.econbiz.de/10009732706
Saved in:
1140
Sales team's initiatives and stock sensitive demand : a production control policy
Sana, Shib Sankar
- In:
Economic modelling
31
(
2013
),
pp. 783-788
Persistent link: https://www.econbiz.de/10009732903
Saved in:
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