Search Results - subject:"control problem"

Goodwin, M. Ben; Mamkhezri, Jamal; Gonzalez, Fidel - In: Computational economics 62 (2023) 4, pp. 1751-1780

Persistent link: https://www.econbiz.de/10014437572

Tang, Wenpin; Yao, David D. - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 979-1004

Persistent link: https://www.econbiz.de/10014370605

Zhang, Jinzhong; Zhang, Tan; Zhang, Gang; Kong, Min - In: Operational research : an international journal 23 (2023) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10014364629

Tao, Cheng; Rong, Ximin; Zhao, Hui - In: Journal of mathematical economics 107 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014366223

Cheng, Yuyang; Escobar, Marcos - In: Finance research letters 52 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472208

Kubo, Kenji; Nakagawa, Kei; Mizukami, Daiki; Acharya, Dipesh - In: Finance research letters 53 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014472433

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

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

Kouvelas, Anastasios; Saeedmanesh, Mohammadreza; … - In: Transportation science 57 (2023) 6, pp. 1496-1515

Persistent link: https://www.econbiz.de/10014464474

Bhaya, Amit; Kaszkurewicz, Eugenius - In: Dynamic games and applications : DGA 13 (2023) 3, pp. 721-749

Persistent link: https://www.econbiz.de/10014327275

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