EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"VISCOSITY"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 217 Free 72 CC license 13
Type of publication
All
Article 254 Book / Working Paper 71 Other 5
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
Undetermined 197 English 133
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
RePEc 205 ECONIS (ZBW) 101 EconStor 16 BASE 5 Other ZBW resources 3
Showing 31 - 40 of 330
Cover Image
Effect of sea temperature on crude oil spill condition : Simulator Pisces II
Jarząbek, Dorota; Drwięga, Kinga - In: European research studies 24 (2021) 5, pp. 782-792
Persistent link: https://www.econbiz.de/10012807154
Saved in:
Cover Image
Investigation of the physico-chemical parameters of the «Gelamil» series starches in the technology of mashed soups
Andrieieva, Svitlana; Pyvovarov, Yevgen - In: Technology audit and production reserves 5 (2021) 3/61, pp. 29-32
Persistent link: https://www.econbiz.de/10013167633
Saved in:
Cover Image
Application of in-plastic catalysis for extraction of hard-to-recover hydrocarbons
Zezekalo, Ivan; Kovalenko, Viktor; Lartseva, Iryna; … - In: Technology audit and production reserves 6 (2021) 3/62, pp. 6-10
Persistent link: https://www.econbiz.de/10013168728
Saved in:
Cover Image
A strongly convergent viscosity‑type inertial algorithm with self adaptive stepsize for solving split variational inclusion problems in Hilbert spaces
Xia, Pingjing; Cai, Gang; Dong, Qiao-Li - In: Networks and spatial economics : a journal of … 23 (2023) 4, pp. 931-952
Persistent link: https://www.econbiz.de/10014438736
Saved in:
Cover Image
Generalized differential games
Barron, Emmanual N.; Nguyen, K. T. - In: Dynamic games and applications : DGA 13 (2023) 3, pp. 705-720
Persistent link: https://www.econbiz.de/10014327273
Saved in:
Cover Image
A robust consumption model when the intensity of technological progress is ambiguous
Tsujimura, Motoh; Yoshioka, Hidekazu - In: Mathematics and financial economics 17 (2023) 1, pp. 23-47
Persistent link: https://www.econbiz.de/10014226249
Saved in:
Cover Image
Singular control of the drift of a Brownian system
Federico, Salavatore; Ferrari, Giorgio; Schuhmann, Patrick - 2020
techniques of viscosity theory and free boundary problems. We provide a detailed description of the problem's value function and …
Persistent link: https://www.econbiz.de/10012388854
Saved in:
Cover Image
Taming the spread of an epidemic by lockdown policies
Federico, Salvatore; Ferrari, Giorgio - 2020
We study the problem of a policymaker who aims at taming the spread of an epidemic while minimizing its associated social costs. The main feature of our model lies in the fact that the disease's transmission rate is a diffusive stochastic process whose trend can be adjusted via costly...
Persistent link: https://www.econbiz.de/10012388856
Saved in:
Cover Image
A bank salvage model by impulse stochastic controls
Cordoni, Francesco Giuseppe; Di Persio, Luca; Jiang, Yilun - In: Risks 8 (2020) 2, pp. 1-31
task, showing that the corresponding quasi-variational inequality (QVI) admits a unique viscosity solution …
Persistent link: https://www.econbiz.de/10013200593
Saved in:
Cover Image
Singular control of the drift of a Brownian system
Federico, Salavatore; Ferrari, Giorgio; Schuhmann, Patrick - 2020
techniques of viscosity theory and free boundary problems. We provide a detailed description of the problem's value function and …
Persistent link: https://www.econbiz.de/10012243402
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...