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  • Search: subject:"partial observation"
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Year of publication
Subject
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partial observation 11 Partial observation 6 Stochastic process 6 Stochastischer Prozess 6 optimal stopping 6 free boundaries 4 singular stochastic control 4 Incomplete information 3 Mathematical programming 3 Mathematische Optimierung 3 Optimal stopping 3 Portfolio selection 3 Portfolio-Management 3 Search theory 3 Suchtheorie 3 Theorie 3 Theory 3 Unvollkommene Information 3 Control theory 2 Dynkin games 2 Kontrolltheorie 2 Multiplicative price impact 2 Optimal execution problem 2 Portfolio optimization 2 Singular stochastic control 2 bounded-variation stochastic control 2 debt-to-GDP ratio 2 environmental policy 2 filtering 2 free boundary 2 inventory management 2 multiplicative price impact 2 optimal execution problem 2 real options 2 separated problem 2 + FBSDEs 1 Aggregation 1 Anleihe 1 Applied probability 1 Approximate aggregation 1
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Online availability
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Free 17 CC license 3
Type of publication
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Book / Working Paper 10 Article 7
Type of publication (narrower categories)
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Working Paper 9 Arbeitspapier 5 Article in journal 5 Aufsatz in Zeitschrift 5 Graue Literatur 5 Non-commercial literature 5 Article 2
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Language
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English 16 Undetermined 1
Author
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Ferrari, Giorgio 11 Dammann, Felix 4 Rodosthenous, Neofytos 4 Callegaro, Giorgia 3 Ceci, Claudia 3 Basei, Matteo 2 Federico, Salvatore 2 Cai, Zongwu 1 Chen, Kexin 1 Gyamerah, Samuel Asante 1 Hałaj, Grzegorz 1 Ikpe, Dennis 1 Lages, Cristiana Raquel 1 Lleo, Sébastien 1 Mei, Hongwei 1 Runggaldier, Wolfgang J. 1 Sithole, Yethu 1 Temerak, Mohamed Sobhy 1 Wang, Rui 1 Wong, Hoi Ying 1 Zhang, Ruby Wenjiao 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Center for Mathematical Economics Working Papers 4 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 4 Finance and Stochastics 2 Finance and stochastics 2 European journal of operational research : EJOR 1 International journal of financial engineering 1 MPRA Paper 1 Psychology & marketing 1 Working papers series in theoretical and applied economics 1
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Source
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ECONIS (ZBW) 10 EconStor 6 RePEc 1
Showing 1 - 10 of 17
Cover Image
Duality in optimal consumption-investment problems with alternative data
Chen, Kexin; Wong, Hoi Ying - In: Finance and stochastics 28 (2024) 3, pp. 709-758
Persistent link: https://www.econbiz.de/10015130378
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Model specification tests of heterogenous agent models with aggregate shocks under partial information
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2024
Persistent link: https://www.econbiz.de/10014521095
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On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien; Runggaldier, Wolfgang J. - In: European journal of operational research : EJOR 316 (2024) 1, pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
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Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - In: Finance and Stochastics 27 (2023) 3, pp. 713-768
mathematical modelling leads to a singular stochastic control problem featuring a finite-fuel constraint and partial observation …
Persistent link: https://www.econbiz.de/10015098877
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Cover Image
Uncertainty over uncertainty in environmental policy adoption: Bayesian larning of unpredictable socioeconomic costs
Basei, Matteo; Ferrari, Giorgio; Rodosthenous, Neofytos - 2023
The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top of that, the trend of the future costs of the environmental damage is unknown: Will global warming dominate or...
Persistent link: https://www.econbiz.de/10014374579
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Cover Image
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - In: Finance and stochastics 27 (2023) 3, pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
Cover Image
Uncertainty over uncertainty in environmental policy adoption : Bayesian larning of unpredictable socioeconomic costs
Basei, Matteo; Ferrari, Giorgio; Rodosthenous, Neofytos - 2023
The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top of that, the trend of the future costs of the environmental damage is unknown: Will global warming dominate or...
Persistent link: https://www.econbiz.de/10014277005
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Cover Image
Observing customer stress and engagement : an intercultural perspective
Temerak, Mohamed Sobhy; Zhang, Ruby Wenjiao; Lages, … - In: Psychology & marketing 40 (2023) 5, pp. 910-925
Persistent link: https://www.econbiz.de/10014290869
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Cover Image
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - 2022
mathematical modelling leads to a singular stochastic control problem featuring a finite-fuel constraint and partial observation …
Persistent link: https://www.econbiz.de/10014304789
Saved in:
Cover Image
Optimal dxecution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - 2022
mathematical modelling leads to a singular stochastic control problem featuring a finite-fuel constraint and partial observation …
Persistent link: https://www.econbiz.de/10012880685
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