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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
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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Free
580
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494
CC license
35
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Article
1,118
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891
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Article in journal
991
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991
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372
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372
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360
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360
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111
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111
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56
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42
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22
Collection of articles of several authors
16
Sammelwerk
16
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11
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11
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9
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7
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7
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6
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5
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5
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5
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4
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4
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4
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3
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3
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3
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3
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2
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2
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English
1,968
German
32
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4
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3
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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
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
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1,531
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1531
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
1532
On the dynamics of recycling and natural resources
André, Francisco J.
;
Cerdá Tena, Emilio
- In:
Environmental & resource economics : the official …
33
(
2006
)
2
,
pp. 199-221
Persistent link: https://www.econbiz.de/10003301104
Saved in:
1533
Dynamic inventory management in reverse logistics
Kleber, Rainer
-
2006
Persistent link: https://www.econbiz.de/10003301728
Saved in:
1534
Economic dynamics of reservoir sedimentation management : optimal control with singularly perturbed equations of motion
Huffaker, Ray
;
Hotchkiss, Rollin
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2553-2575
Persistent link: https://www.econbiz.de/10003395591
Saved in:
1535
A qualitative dynamical modelling approach to capital accumulation in unregulated fisheries
Eisenack, Klaus
;
Welsch, Heinz
;
Kropp, J. P.
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2613-2636
Persistent link: https://www.econbiz.de/10003395598
Saved in:
1536
A control rule for recruitment planning in engineering consultancy
Bordoloi, Sanjeev K.
- In:
Journal of productivity analysis
26
(
2006
)
2
,
pp. 147-163
Persistent link: https://www.econbiz.de/10003395827
Saved in:
1537
Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin
;
Alexandropoulos, C. A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
Saved in:
1538
Econometric policy evaluation and inverse control
Salemi, Michael K.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
7
,
pp. 1737-1764
Persistent link: https://www.econbiz.de/10003386747
Saved in:
1539
Venture capital financed investments in intellectual capital
Jørgensen, Steffen
;
Kort, Peter M.
;
Dockner, Engelbert J.
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 2339-2361
Persistent link: https://www.econbiz.de/10003389837
Saved in:
1540
Control theory as a framework for management control systems
Schwarz, Rainer
- In:
Economy, entrepreneurship, science and society in the …
,
(pp. 331-341)
.
2006
Persistent link: https://www.econbiz.de/10003406748
Saved in:
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