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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 81 - 90 of 330
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Subgrid scale eddy viscosity finite element method on optimal control of system governed by unsteady Oseen equations
Chen, Gang; Feng, Minfu - In: Computational Optimization and Applications 58 (2014) 3, pp. 679-705
viscosity term and a pressure stabilized term. Convergence of the approximate solution is proved. A-Priori error estimates are …
Persistent link: https://www.econbiz.de/10010998349
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A limit theorem for Markov decision processes
Staudigl, Mathias - 2013
viscosity solution methods no a-priori differentiabililty assumptions are imposed on the value function. Applications for this …
Persistent link: https://www.econbiz.de/10010319973
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Slag Behavior in Gasifiers. Part II: Constitutive Modeling of Slag
Massoudi, Mehrdad; Wang, Ping - In: Energies 6 (2013) 2, pp. 807-838
The viscosity of slag and the thermal conductivity of ash deposits are among two of the most important constitutive … special challenge of modeling efforts in computational fluid dynamics applications. Studies have indicated that slag viscosity …,300 °C and 1,500 °C, the viscosity is approximately 25 Pa·s. As the operating temperature decreases, the slag cools and solid …
Persistent link: https://www.econbiz.de/10011031197
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Slag Behavior in Gasifiers. Part I: Influence of Coal Properties and Gasification Conditions
Wang, Ping; Massoudi, Mehrdad - In: Energies 6 (2013) 2, pp. 784-806
In the entrained-flow gasifiers used in integrated gasification combined cycle (IGCC) plants, the majority of mineral matter transforms to liquid slag on the wall of the gasifier and flows out the bottom. However, a small fraction of the mineral matter is entrained (as fly ash) with the raw...
Persistent link: https://www.econbiz.de/10010668158
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Finite difference methods for the non-linear Black-Scholes-Barenblatt equation
Budke, Albrecht - 2013
Persistent link: https://www.econbiz.de/10010528523
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Synthesis and Characterization of Chitosan-Poly Vinyl Alcohol-Graphene Oxide Nanocomposites
Saeedi, Fariba; Montazeri, Arash; Bahari, Yaser; … - In: International Journal of Chemoinformatics and Chemical … 7 (2018) 1, pp. 1-12
characterized using Fourier-transform infrared spectroscopy (FTIR), X-ray diffractions (XRD) and viscosity measurement. Scanning … the degree of water absorption. According to the rheological analysis the viscosity of the samples decreased with …
Persistent link: https://www.econbiz.de/10012043542
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Liquidation of an indivisible asset with independent investment
Fabre, Emilie; Royer, Guillaume; Touzi, Nizar - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 153-176
Persistent link: https://www.econbiz.de/10011969160
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Portfolio optimization under a quantile hedging constraint
Bouveret, Géraldine - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
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Regularity properties in a state-constrained expected utility maximization problem
Lazgham, Mourad - In: Mathematical methods of operations research 88 (2018) 2, pp. 185-240
Persistent link: https://www.econbiz.de/10011935660
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Green–Kubo relations for dynamic interfacial excess properties
Sagis, Leonard M.C. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 15, pp. 3805-3815
derive Green–Kubo relations for the surface shear viscosity, the surface dilatational viscosity, the surface diffusion …
Persistent link: https://www.econbiz.de/10010874699
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