Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"maximum principle"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Free
71
Undetermined
69
CC license
9
Type of publication
All
Article
106
Book / Working Paper
48
Type of publication (narrower categories)
All
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
more ...
less ...
Language
All
English
89
Undetermined
59
German
3
Czech
1
French
1
Portuguese
1
Author
All
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
69
RePEc
68
EconStor
15
USB Cologne (business full texts)
1
BASE
1
Showing
41
-
50
of
154
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
A stochastic
maximum
principle
for Markov chains of mean-field type
Choutri, Salah Eddine
;
Hamidou, Tembine
- In:
Games
9
(
2018
)
4/84
,
pp. 1-24
We derive sufficient and necessary optimality conditions in terms of a stochastic
maximum
principle
(SMP) for controls …
Persistent link: https://www.econbiz.de/10011993336
Saved in:
42
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
43
Pseudospectral optimal train control
Goverde, Rob M. P.
;
Scheepmaker, Gerben M.
;
Wang, Pengling
- In:
European journal of operational research : EJOR
292
(
2021
)
1
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012495443
Saved in:
44
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
45
Optimal investment with vintage capital : equilibrium distributions
Faggian, Silvia
;
Gozzi, Fausto
;
Kort, Peter M.
- In:
Journal of mathematical economics
96
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013273515
Saved in:
46
Blow up of the solutions to a linear elliptic system involving Schrödinger operators
Alziary, Bénédicte
;
Fleckinger, Jacqueline
-
2017
Persistent link: https://www.econbiz.de/10012265747
Saved in:
47
Recursive utility using the stochastic
maximum
principle
Aase, Knut K.
- In:
Quantitative Economics
7
(
2016
)
3
,
pp. 859-887
rate and risk premiums using recursive utility in a continuous-time model. We use the stochastic
maximum
principle
to …
Persistent link: https://www.econbiz.de/10011995477
Saved in:
48
Recursive utility using the stochastic
maximum
principle
Aase, Knut K.
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
3
,
pp. 859-887
rate and risk premiums using recursive utility in a continuous-time model. We use the stochastic
maximum
principle
to …
Persistent link: https://www.econbiz.de/10011800871
Saved in:
49
A Stackelberg game of backward stochastic differential equations with applications
Zheng, Yueyang
;
Shi, Jingtao
- In:
Dynamic games and applications : DGA
10
(
2020
)
4
,
pp. 968-992
Persistent link: https://www.econbiz.de/10012628843
Saved in:
50
Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions
Kartala, Xanthi-Isidora
;
Englezos, Nikolaos
; …
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 403-433
Persistent link: https://www.econbiz.de/10012242504
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
