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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
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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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35
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Article
1,118
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56
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7
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4
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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
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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ECONIS (ZBW)
2,005
RePEc
4
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1,601
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1601
Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time
Berman, Oded
;
Kim, Eungab
- In:
Mathematical methods of operations research
60
(
2004
)
3
,
pp. 497-521
Persistent link: https://www.econbiz.de/10002519878
Saved in:
1602
Stochastic control with application in insurance
Hipp, Christian
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 127-164)
.
2004
Persistent link: https://www.econbiz.de/10002526456
Saved in:
1603
Special issue on the International Conference on Optimization and Optimal Control (ICOOC), June 1 - 4, 2001 : [... in Taiwan]
Wu, Soon-Yi
(
contributor
);
Fang, Shu-Cherng
(
contributor
)
-
International Conference on Optimization and Optimal …
-
2004
Persistent link: https://www.econbiz.de/10002580620
Saved in:
1604
Stochastic income and wealth
Weitzman, Martin L.
- In:
Japan and the world economy : international journal of …
16
(
2004
)
3
,
pp. 277-301
Persistent link: https://www.econbiz.de/10002390518
Saved in:
1605
Discussion of M. Weitzman's stochastic income and wealth
Comin, Diego
- In:
Japan and the world economy : international journal of …
16
(
2004
)
3
,
pp. 303-305
Persistent link: https://www.econbiz.de/10002390522
Saved in:
1606
Asian crises : theory, evidence, warning signals
Stein, Jerome L.
;
Lim, Guay C.
- In:
The Singapore economic review : journal of the Economic …
49
(
2004
)
2
,
pp. 136-161
Persistent link: https://www.econbiz.de/10002453254
Saved in:
1607
Solving the non-convexity problem in some shopping-time and human-capital models
Cysne, Rubens Penha
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002428872
Saved in:
1608
The rational expectation hypothesis, time-varying parameters and adaptive control : a promising combination?
Tucci, Marco Paolo
;
Tucci, Marco Paolo
-
2004
Persistent link: https://www.econbiz.de/10002493737
Saved in:
1609
Solving rational expectations models using Excel
Strulik, Holger
- In:
The journal of economic education
35
(
2004
)
3
,
pp. 269-283
Persistent link: https://www.econbiz.de/10002120821
Saved in:
1610
Robust control in water management
Roseta-Palma, Catarina
;
Xepapadeas, Anastasios
- In:
Journal of risk and uncertainty : JRU
29
(
2004
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10002133113
Saved in:
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