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  • Search: subject:"maximum principle"
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Year of publication
Subject
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Mathematische Optimierung 37 Mathematical programming 36 Kontrolltheorie 33 Control theory 29 Maximum principle 25 Theorie 22 Theory 20 Stochastischer Prozess 19 Stochastic process 18 maximum principle 18 stochastic maximum principle 16 Pontryagin maximum principle 13 Pontryagin's maximum principle 12 optimal control 10 Maximum Principle 9 the stochastic maximum principle 9 Game theory 8 Nash equilibrium 8 Optimal control 8 Spieltheorie 8 Stochastic maximum principle 8 Analysis 7 Optimal Control 7 recursive utility 7 Mathematical analysis 6 Portfolio selection 6 Portfolio-Management 6 The equity premium puzzle 6 Consumer behaviour 5 Dynamic programming 5 Dynamische Optimierung 5 Inventory model 5 Konsumentenverhalten 5 Lagerhaltungsmodell 5 Nash-Gleichgewicht 5 Option pricing theory 5 Optionspreistheorie 5 Pontryagin Maximum Principle 5 Pontryagin’s maximum principle 5 Preismanagement 5
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Online availability
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Free 71 Undetermined 69 CC license 9
Type of publication
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Article 106 Book / Working Paper 48
Type of publication (narrower categories)
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Article in journal 55 Aufsatz in Zeitschrift 55 Working Paper 15 Arbeitspapier 9 Article 9 Graue Literatur 9 Non-commercial literature 9 Bibliografie enthalten 2 Bibliography included 2 Hochschulschrift 1 Thesis 1
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Language
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English 89 Undetermined 59 German 3 Czech 1 French 1 Portuguese 1
Author
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Aase, Knut K. 9 Dianetti, Jodi 6 Chahim, M. 4 Hartl, Richard F. 4 Kort, Peter M. 4 Tang, Wansheng 4 Zhang, Jianxiong 4 Djehiche, Boualem 3 Feichtinger, Gustav 3 Kort, Peter 3 Sethi, Suresh P. 3 Alia, Ishak 2 Altar, Moisa 2 Bhattacharya, Dilip Kumar 2 Chen, Fenge 2 Chighoub, Farid 2 Choutri, Salah Eddine 2 Chutani, Anshuman 2 Dehghan Banadaki, Mojtaba 2 Dey, Debopriya 2 Faggian, Silvia 2 Ferrari, Giorgio 2 Frankowska, Hélène 2 Gahramanov, Emin 2 Gajrat, S. 2 Grass, D. 2 Grigorenko, Nikolai 2 Grigorieva, Ellina 2 Hamidou, Tembine 2 Hartl, R.F. 2 Hałaj, Grzegorz 2 Hellwig, Martin 2 Hess, Markus 2 Hordijk, A. 2 Horst, Ulrich 2 Hu, Yijun 2 Kar, Samarjit 2 Khailov, Evgenii 2 Khelfallah, Nabil 2 Klimenkova, Anna 2
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Institution
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Tilburg University, Center for Economic Research 3 Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 2 Banco de México 1 C.E.P.R. Discussion Papers 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Department of Econometrics and Business Statistics, Monash Business School 1 Graduate School of Management, St. Petersburg State University 1 ILADES, Facultad de Economía y Negocios 1 Institut für Wirtschaftsinformatik, Wirtschaftswissenschaftliche Fakultät 1 Institut zur Zukunft der Arbeit <Bonn> 1 Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Statistisk Sentralbyrå, Government of Norway 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Games 8 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 6 Dynamic games and applications : DGA 4 Journal of Global Optimization 4 MPRA Paper 4 Mathematics and Computers in Simulation (MATCOM) 4 Center for Mathematical Economics Working Papers 3 Computational Optimization and Applications 3 Discussion Paper / Tilburg University, Center for Economic Research 3 Management Science 3 Mathematics of operations research 3 Stochastic Processes and their Applications 3 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 3 Advances in Economic and Financial Research - DOFIN Working Paper Series 2 Annals of University of Craiova - Economic Sciences Series 2 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 2 Computational Statistics 2 Environmental Economics and Policy Studies 2 European journal of operational research : EJOR 2 Insurance / Mathematics & economics 2 International Game Theory Review (IGTR) 2 International journal of production research 2 International journal of theoretical and applied finance 2 Journal of mathematical economics 2 Mathematical Population Studies 2 Operational research : an international journal 2 Operations research forum 2 Opsearch : journal of the Operational Research Society of India 2 Quantitative economics : QE ; journal of the Econometric Society 2 Revista Tinerilor Economisti (The Young Economists Journal) 2 Transportation research / E : an international journal 2 Advances in mathematical economics 1 Applied Mathematical Finance 1 Applied mathematical finance 1 Asia-Pacific Financial Markets 1 Asian journal of economics and banking : AJEB 1 Business Inform 1 CEPR Discussion Papers 1 CIRANO Working Papers 1 Computational economics 1
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Source
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ECONIS (ZBW) 69 RePEc 68 EconStor 15 USB Cologne (business full texts) 1 BASE 1
Showing 91 - 100 of 154
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Are Two Tax Rates Better than One?
FitzRoy, Felix; Jin, Jim Y. - Institut zur Zukunft der Arbeit <Bonn> - 2009
Should two-band income taxes be progressive given a general income distribution? Weprovide a negative answer under utilitarian and max-min welfare functions. While this resultclarifies some ambiguities in the literature, it does not rule out progressive taxes in general. Ifwe maximize total or...
Persistent link: https://www.econbiz.de/10009360640
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Optimal Cash Management Under Uncertainty
Bensoussan, Alain; Chutani, Anshuman; Sethi, Suresh - Volkswirtschaftliche Fakultät, … - 2009
stock. We use a stochastic maximum principle to obtain explicitly the optimal transaction policy. …
Persistent link: https://www.econbiz.de/10008567676
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Harvesting technology and catch-to-biomass dependence: The case of small pelagic fish
Guajardo, Pedro; Torres, Julio Peña; Ramirez, Hector - ILADES, Facultad de Economía y Negocios - 2009
This note deals with a harvesting model for a single stock fishery. In the case of small pelagic fish it seems reasonable to consider harvest functions depending nonlinearly on fishing effort and on fish stock. Empirical evidence about these fish species suggests that marginal catch does not...
Persistent link: https://www.econbiz.de/10008465956
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Efficient upper and lower bounds for global mixed-integer optimal control
Sager, Sebastian; Claeys, Mathieu; Messine, Frédéric - In: Journal of Global Optimization 61 (2015) 4, pp. 721-743
We present a control problem for an electrical vehicle. Its motor can be operated in two discrete modes, leading either to acceleration and energy consumption, or to a recharging of the battery. Mathematically, this leads to a mixed-integer optimal control problem (MIOCP) with a discrete...
Persistent link: https://www.econbiz.de/10011240897
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A dynamic advertising model with reference price effect
Zhang, Qiao; Zhang, Jianxiong; Tang, Wansheng - In: RAIRO / Operations research 49 (2015) 4, pp. 669-688
Persistent link: https://www.econbiz.de/10011546692
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Optimal dynamic pricing and replenishment cycle for non-instantaneous deterioration items with inventory-level-dependent demand
Zhang, Jianxiong; Wang, Yu; Lu, Lihao; Tang, Wansheng - In: International journal of production economics 170 (2015), pp. 136-145
Persistent link: https://www.econbiz.de/10011421814
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A joint dynamic pricing and advertising model of perishable products
Feng, Lin; Zhang, Jianxiong; Tang, Wansheng - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1341-1351
Persistent link: https://www.econbiz.de/10011417203
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A maximum principle for control problems with monotonicity constraints
Hellwig, Martin - 2008
The paper develops a version of Pontryagin's maximum principle for optimal control problems with monotonicity … constraint, the paper obtains the maximum principle without such an additional assumption. The result is useful for studying …
Persistent link: https://www.econbiz.de/10010264833
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An Analytical Approach to Merton’s Rational Option Pricing Theory
Elizondo, Rocío; Padilla, Pablo - Banco de México - 2008
use several versions of the maximum principle as well as the sliding and the moving planes methods to prove our results …
Persistent link: https://www.econbiz.de/10004974510
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The Influence of Fiscal Policy on Economic Growth
Altar, Moisa; Samuel, Judita - Center for Advanced Research in Finance and Banking … - 2008
discrete variables on infinite horizon. The technique used is provided by the Maximum Principle. We perform a comparative …
Persistent link: https://www.econbiz.de/10005036718
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