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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
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208
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208
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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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optimal control
72
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63
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63
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63
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61
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61
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60
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60
Resource economics
52
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52
Production control
51
Produktionssteuerung
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50
Entscheidung unter Unsicherheit
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Stochastic optimal control
46
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45
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494
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1,118
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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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181
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181
Stochastic control with inhomogeneous regime switching : application to consumption and investment with unemployment and reemployment
Tao, Cheng
;
Rong, Ximin
;
Zhao, Hui
- In:
Journal of mathematical economics
107
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014366223
Saved in:
182
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
183
Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kubo, Kenji
;
Nakagawa, Kei
;
Mizukami, Daiki
;
Acharya, Dipesh
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472433
Saved in:
184
Beating a constant weight benchmark : easier done than said
Forsyth, Peter
;
Staden, Pieter M. van
;
Li, Yuying
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-24
We determine a simple dynamic benchmark for asset allocation by solving an optimal
stochastic
control
problem
for …
Persistent link: https://www.econbiz.de/10014497157
Saved in:
185
Heterogeneity-adjusted management of pension funds using adaptive representative agents
Thepdanai Danswasvong
;
Sira Suchintabandid
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 545-567
Persistent link: https://www.econbiz.de/10014443754
Saved in:
186
A linear-parameter-varying formulation for model predictive perimeter control in multi-region MFD urban networks
Kouvelas, Anastasios
;
Saeedmanesh, Mohammadreza
; …
- In:
Transportation science
57
(
2023
)
6
,
pp. 1496-1515
Persistent link: https://www.econbiz.de/10014464474
Saved in:
187
Dynamic advertising games in duopolies under one-step-ahead optimal control
Bhaya, Amit
;
Kaszkurewicz, Eugenius
- In:
Dynamic games and applications : DGA
13
(
2023
)
3
,
pp. 721-749
Persistent link: https://www.econbiz.de/10014327275
Saved in:
188
On a constrained infinite-time horizon linear quadratic game
Krastanov, Mikhail I.
;
Rozenov, Rossen
;
Stefanov, Boyan K.
- In:
Dynamic games and applications : DGA
13
(
2023
)
3
,
pp. 843-858
Persistent link: https://www.econbiz.de/10014327281
Saved in:
189
Efficient solution of discrete subproblems arising in integer optimal control with total variation regularization
Severitt, Marvin
;
Manns, Paul
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
4
,
pp. 869-885
Persistent link: https://www.econbiz.de/10014328106
Saved in:
190
On singular control for Lévy processes
Noba, Kei
;
Yamazaki, Kazutoshi
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
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