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  • Search: subject:"VISCOSITY"
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Year of publication
Subject
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viscosity solutions 53 Viscosity solution 48 viscosity solution 45 Theorie 44 Theory 43 Stochastic process 38 Stochastischer Prozess 38 Viscosity 38 Mathematical programming 32 Mathematische Optimierung 32 Viscosity solutions 30 Portfolio selection 28 Portfolio-Management 26 Control theory 22 Kontrolltheorie 22 Dynamic programming 19 Viscosity Solutions 19 Asset and Liability Management 16 Benchmarked Asset Management 16 Classical Solutions 16 Dynamic Investment Management 16 Dynamische Optimierung 16 Game theory 16 Hamilton–Jacobi–Bellman Equations 16 Jump Diffusion Processes 16 Kelly Criterion 16 Lévy Processes 16 Risk Sensitive Control 16 Spieltheorie 16 Stochastic Control 16 Transaction costs 16 viscosity 13 Biodiesel 12 Hamilton-Jacobi-Bellman equation 12 Investment 11 Dividend 10 Dividende 10 stochastic control 10 Hamilton–Jacobi–Bellman equation 9 Markov chain 9
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Online availability
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Undetermined 217 Free 72 CC license 13
Type of publication
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Article 254 Book / Working Paper 71 Other 5
Type of publication (narrower categories)
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Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 32 Arbeitspapier 19 Graue Literatur 19 Non-commercial literature 19 Article 3 Aufsatz im Buch 2 Book section 2 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Thesis 1 research-article 1
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Language
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Undetermined 197 English 133
Author
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Federico, Salvatore 17 Lleo, Sébastien 17 Davis, Mark H. A. 16 Ferrari, Giorgio 13 Touzi, Nizar 12 Bouchard, Bruno 11 Gozzi, Fausto 9 Nendel, Max 8 Warin, Xavier 8 Pierre, Erwan 6 Röckner, Michael 6 Villeneuve, Stéphane 6 Buckdahn, Rainer 5 Schuhmann, Patrick 5 Soner, Halil Mete 5 Zariphopoulou, Thaleia 5 Azcue, Pablo 4 Bentahar, Imen 4 Mnif, Mohamed 4 Muhle-Karbe, Johannes 4 Muler, Nora 4 Quincampoix, Marc 4 Shibata, Hiroshi 4 Tourin, Agnès 4 Bagagiolo, Fabio 3 Ben Tahar, Imen 3 Cardaliaguet, Pierre 3 Chevalier, Etienne 3 Gassiat, Paul 3 Guéant, Olivier 3 Keller, Godfrey 3 Li, Juan 3 Ly Vath, Vathana 3 Pham, Huyên 3 Rady, Sven 3 Soner, H. Mete 3 Torrente, Maria-Laura 3 Abkar, Ali 2 Aivaliotis, Georgios 2 Alghalith, Moawia 2
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Institution
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Université Paris-Dauphine (Paris IX) 15 HAL 3 Université Paris-Dauphine 3 EconWPA 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, University of Connecticut 1 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 London School of Economics (LSE) 1 Toulouse School of Economics (TSE) 1 UNIVERSIDAD DEL ROSARIO 1 World Scientific Publishing Co. Pte. Ltd. 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 40 Finance and Stochastics 18 Economics Papers from University Paris Dauphine 15 Risk-Sensitive Investment Management 15 Renewable Energy 14 Stochastic Processes and their Applications 11 Center for Mathematical Economics Working Papers 9 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 9 Applied Energy 8 Finance and stochastics 8 Dynamic games and applications : DGA 7 Computational Statistics 6 Mathematical Methods of Operations Research 6 Mathematics and financial economics 6 International journal of theoretical and applied finance 5 The European Physical Journal B - Condensed Matter and Complex Systems 5 Energies 4 International Journal of Theoretical and Applied Finance (IJTAF) 4 Journal of Global Optimization 4 Journal of mathematical economics 4 Mathematical methods of operations research 4 Mathematics and Computers in Simulation (MATCOM) 4 Mathematics of operations research 4 Renewable and Sustainable Energy Reviews 4 Technology audit and production reserves 4 Applied mathematical finance 3 Energy 3 European Journal of Operational Research 3 European journal of operational research : EJOR 3 Mathematical finance : an international journal of mathematics, statistics and financial theory 3 Open Access publications from Université Paris-Dauphine 3 Applied Mathematical Finance 2 CoFE Discussion Paper 2 Computational Optimization and Applications 2 Discussion paper series 2 Dynamic Games and Applications 2 Economic theory 2 IDEI working papers 2 Insurance / Mathematics & economics 2 Insurance: Mathematics and Economics 2
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Source
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RePEc 205 ECONIS (ZBW) 101 EconStor 16 BASE 5 Other ZBW resources 3
Showing 21 - 30 of 330
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Multi-Leader-Common-Follower games with pessimistic leaders : approximate and viscosity solutions
Lignola, M. Beatrice; Morgan, Jacqueline - 2022
Persistent link: https://www.econbiz.de/10013205588
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Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Goldys, Ben; Nendel, Max; Röckner, Michael - 2022
convex, we prove that (Pt)t≥0 gives rise to viscosity solutions to the Cauchy problem of its associated (non linear …
Persistent link: https://www.econbiz.de/10013184556
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Optimal payout strategies when Bruno de Finetti meets model uncertainty
Feng, Yang; Siu, Tak Kuen; Zhu, Jinxia - In: Insurance : mathematics and economics 116 (2024), pp. 148-164
Persistent link: https://www.econbiz.de/10015066799
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Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing; Ching, Wai Ki; Gu, Jia-wen; Wong, Tak Kwong - In: Finance research letters 61 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
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Optimal vaccination in a SIRS epidemic model
Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - In: Economic theory 77 (2024) 1/2, pp. 49-74
Persistent link: https://www.econbiz.de/10014552677
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Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim; Ourkiya, Nacer - In: Dynamic games and applications : DGA 14 (2024) 3, pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
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An optimal control problem with state constraints in a spatio-temporal economic growth model on networks
Calvia, Alessandro; Gozzi, Fausto; Leocata, Marta; … - In: Journal of mathematical economics 113 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015071926
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Thermophysical study of Poly (propylene glycol) monobutyl ether340 (PPGMBE 340) with toluene, benzene and benzyl alcohol
Singh, Rahul; Kumarl, Laxmi; Mishra, Abhishek; Gupta, … - In: Challenges and Opportunities for Innovation in India : …, (pp. 62-71). 2024
Persistent link: https://www.econbiz.de/10015406453
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Wasserstein perturbations of Markovian transition semigroups
Fuhrmann, Sven; Kupper, Michael; Nendel, Max - 2021
uncertainty scales proportionally, we obtain a convex semigroup satisfying a nonlinear PDE in a viscosity sense. A remarkable …
Persistent link: https://www.econbiz.de/10012606402
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Wasserstein perturbations of Markovian transition semigroups
Fuhrmann, Sven; Kupper, Michael; Nendel, Max - 2021
uncertainty scales proportionally, we obtain a convex semigroup satisfying a nonlinear PDE in a viscosity sense. A remarkable …
Persistent link: https://www.econbiz.de/10012550243
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