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  • Search: subject:"piecewise-deterministic"
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Year of publication
Subject
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Markov chain 19 Markov-Kette 19 Stochastischer Prozess 17 Stochastic process 14 Theorie 13 Theory 12 Bayesian Learning 10 Differential-Difference Equation 10 Markov Perfect Equilibrium 10 Piecewise Deterministic Process 10 Poisson Process 10 Spieltheorie 10 Strategic Experimentation 10 Two-Armed Bandit 10 Bayesian learning 8 Game theory 8 Markov perfect equilibrium 8 Poisson process 8 Strategic experimentation 8 differential-difference equation 8 piecewise deterministic process 8 two-armed bandit 8 Risiko 5 Risk 5 Decision 4 Entscheidung 4 Equilibrium theory 4 Gleichgewichtstheorie 4 continuous pasting 4 smooth pasting 4 Continuous Pasting 3 Control theory 3 Kontrolltheorie 3 Martingal 3 Martingale 3 Piecewise deterministic Markov decision processes 3 Piecewise deterministic Markov process 3 Piecewise-deterministic Markov process 3 Smooth Pasting 3 piecewise-deterministic Markov processes 3
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Online availability
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Undetermined 25 Free 23
Type of publication
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Article 36 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 21 Aufsatz in Zeitschrift 21 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 2
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Language
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English 33 Undetermined 19
Author
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Rady, Sven 17 Keller, Godfrey 16 Dassios, Angelos 5 Guo, Xianping 4 Huang, Yonghui 4 Jang, Jiwook 4 Boucekkine, Raouf 3 Lian, Zhaotong 3 Dufour, François 2 Prieur, Fabien 2 Puzon, Klarizze 2 Seierstad, Atle 2 Zhao, Hongbiao 2 Bernhard, Pierre 1 Brandejsky, Adrien 1 Buchardt, Kristian 1 Bäuerle, Nicole 1 CAIRNS, BENJAMIN 1 Campi, Luciano 1 Clancy, Damian 1 Cojocaru, Ionica 1 Costa, Oswaldo Luiz do Valle 1 Creti, Anna 1 Dawid, Herbert 1 Deschamps, Marc 1 Faller, D. 1 Finke, Axel 1 Furrer, Christian 1 Gadat, Sébastien 1 Godfrey Keller 1 Guo, Xin 1 Göttlich, Simone 1 Jang, Ji-Wook 1 Johansen, Adam 1 Keller, R Godfrey 1 Keoula, Michel Y. 1 Kopel, Michael 1 Kort, Peter M. 1 Kritzer, Peter 1 Kühn, Sebastian 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 C.E.P.R. Discussion Papers 1 Department of Economics, University of Munich 1 Department of Economics, University of Oxford 1 HAL 1 Toulouse School of Economics (TSE) 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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Scandinavian actuarial journal 4 Theoretical Economics 4 Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 2 Discussion papers / Governance and the Efficiency of Economic Systems 2 Finance and Stochastics 2 Insurance 2 Mathematical methods of operations research : ZOR 2 Operations research letters 2 SFB/TR 15 Discussion Paper 2 Stochastic Processes and their Applications 2 Theoretical economics : TE ; an open access journal in economic theory 2 AMSE Working Papers 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematical Finance 1 Applied mathematical finance 1 CEPR Discussion Papers 1 Discussion Papers in Economics 1 Discussion paper 1 Dynamic games and applications : DGA 1 European journal of operational research : EJOR 1 Insurance: Mathematics and Economics 1 Journal of economic behavior & organization : JEBO 1 Mathematical Population Studies 1 Mathematical methods of operations research 1 Mathematics and financial economics 1 Mathematics of operations research 1 Memorandum 1 Memorandum / Økonomisk institutt, Universitetet i Oslo 1 Munich Discussion Paper 1 Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers 1 Operational research : an international journal 1 Physica A: Statistical Mechanics and its Applications 1 Statistics & Probability Letters 1 TSE Working Papers 1 Theoretical economics : TE ; journal of the Econometric Society 1 Working Papers / HAL 1
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Source
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ECONIS (ZBW) 25 RePEc 20 EconStor 6 BASE 1
Showing 1 - 10 of 52
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Optimal behavior under pollution irreversibility risk and distance to the irreversibility thresholds : a global approach
Boucekkine, Raouf; Ruan, Weihua; Zou, Benteng - 2023
Persistent link: https://www.econbiz.de/10014472578
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Transaction time models in multi-state life insurance
Buchardt, Kristian; Furrer, Christian; Lunding … - In: Scandinavian actuarial journal 2023 (2023) 10, pp. 974-999
Persistent link: https://www.econbiz.de/10014384032
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Zero-sum infinite-horizon discounted piecewise deterministic Markov games
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping - In: Mathematical methods of operations research : ZOR 97 (2023) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10014334516
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Optimal market making under partial information with general intensities
Campi, Luciano; Zabaljauregui, Diego - In: Applied mathematical finance 27 (2020) 1/2, pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
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Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes
Huang, Yonghui; Lian, Zhaotong; Guo, Xianping - In: Operational research : an international journal 22 (2022) 5, pp. 5791-5816
Persistent link: https://www.econbiz.de/10013445644
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Moments of renewal shot-noise processes and their applications
Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao - In: Scandinavian actuarial journal (2018) 8, pp. 727-752
Persistent link: https://www.econbiz.de/10011939737
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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Costa, Oswaldo Luiz do Valle; Dufour, François - In: Mathematical methods of operations research : ZOR 93 (2021) 2, pp. 327-357
Persistent link: https://www.econbiz.de/10012548532
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A useful technique for piecewise deterministic Markov decision processes
Guo, Xin; Zhang, Yi - In: Operations research letters 49 (2021) 1, pp. 55-61
Persistent link: https://www.econbiz.de/10012486021
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Advertising and quality improving strategies in a supply chain when facing potential crises
Lu, Lijue; Navas, Jorge - In: European journal of operational research : EJOR 288 (2021) 3, pp. 839-851
Persistent link: https://www.econbiz.de/10012387373
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Dynamic equilibrium with randomly arriving players
Bernhard, Pierre; Deschamps, Marc - In: Dynamic games and applications : DGA 11 (2021) 2, pp. 242-269
Persistent link: https://www.econbiz.de/10012584550
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