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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...
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
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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 1 - 10 of 154
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A risk based approach to the principal-agent problem
Djehiche, Boualem; Helgesson, Peter - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 310-334
/methodology/approach: We use recent advancements of the Pontryagin maximum principle for forward-backward stochastic differential equations …
Persistent link: https://www.econbiz.de/10015163486
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Optimal benefit distribution of a tontine-like annuity fund with age-structured models
Zhang, Fan; Chen, Ping; Wu, Xueyuan - In: Risks : open access journal 13 (2025) 1, pp. 1-27
, recognizing its significant potential for adaptation and expansion. The primary mathematical approach employed is the Maximum … Principle from optimal control theory, which helps in deriving explicit solutions for the optimal subsidy strategy. Through …
Persistent link: https://www.econbiz.de/10015331141
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Optimal control of an infinite-dimensional problem with a state constraint arising in the spatial economic growth theory
Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua - 2024
Persistent link: https://www.econbiz.de/10014575633
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Optimal control problems with L0(Ω) constraints: maximum principle and proximal gradient method
Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833
. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is … used that respects the L0constraint. First, the maximum principle is obtained in integral form, which is then turned into a …
Persistent link: https://www.econbiz.de/10015210343
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Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDES
Dianetti, Jodi - 2023
-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some structural conditions … known Lasry-Lions monotonicity. By reformulating the representative player minimization problem via the stochastic maximum … principle, the submodularity conditions allow to prove comparison principles for the forward-backward system, which correspond …
Persistent link: https://www.econbiz.de/10014374389
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Linear-quadratic-singular stochastic differential games and applications
Dianetti, Jodi - 2023
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call...
Persistent link: https://www.econbiz.de/10014374580
Saved in:
Cover Image
Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDES
Dianetti, Jodi - 2023
-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some structural conditions … known Lasry-Lions monotonicity. By reformulating the representative player minimization problem via the stochastic maximum … principle, the submodularity conditions allow to prove comparison principles for the forward-backward system, which correspond …
Persistent link: https://www.econbiz.de/10013483724
Saved in:
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A Pontryagin's maximum principle and optimal control model with cost-effectiveness analysis of the COVID-19 epidemic
Fatmawati; Chukwu, C. W.; Alqahtani, R. T.; Alfiniyah, C.; … - In: Decision analytics journal 8 (2023), pp. 1-13
conducted to predict the epidemiological parameters responsible for driving the infection. Using the Pontryagin maximum … principle and optimal control theory, we included four time-dependent controls to assess the impact of five different strategies …
Persistent link: https://www.econbiz.de/10014516573
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Linear-quadratic-singular stochastic differential games and applications
Dianetti, Jodi - 2023
We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the state and linear in the control. We call...
Persistent link: https://www.econbiz.de/10014277006
Saved in:
Cover Image
Optimal control problems with L0(Ω) constraints: maximum principle and proximal gradient method
Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833
. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is … used that respects the L0constraint. First, the maximum principle is obtained in integral form, which is then turned into a …
Persistent link: https://www.econbiz.de/10015371619
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