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  • Search: subject:"stochastic control problem"
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Year of publication
Subject
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Control theory 2,005 Kontrolltheorie 2,005 Stochastic process 567 Stochastischer Prozess 567 Mathematical programming 549 Mathematische Optimierung 549 Theorie 540 Theory 539 Portfolio selection 214 Portfolio-Management 214 Dynamic programming 208 Dynamische Optimierung 208 Markov chain 96 Markov-Kette 95 Spieltheorie 94 Optimal control 92 Game theory 91 Kybernetik 76 Risk 73 Cybernetics 72 Risiko 72 optimal control 72 Option pricing theory 66 Optionspreistheorie 66 Geldpolitik 65 Monetary policy 63 Robust statistics 63 Robustes Verfahren 63 USA 61 United States 61 Inventory model 60 Lagerhaltungsmodell 60 Resource economics 52 Ressourcenökonomik 52 Production control 51 Produktionssteuerung 51 Decision under uncertainty 50 Entscheidung unter Unsicherheit 50 Stochastic optimal control 46 Risikomanagement 45
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Online availability
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Free 580 Undetermined 494 CC license 35
Type of publication
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Article 1,118 Book / Working Paper 891
Type of publication (narrower categories)
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Article in journal 991 Aufsatz in Zeitschrift 991 Graue Literatur 372 Non-commercial literature 372 Arbeitspapier 360 Working Paper 360 Aufsatz im Buch 111 Book section 111 Hochschulschrift 56 Thesis 42 Konferenzschrift 22 Collection of articles of several authors 16 Sammelwerk 16 Aufsatzsammlung 11 Lehrbuch 11 Textbook 9 Conference paper 7 Konferenzbeitrag 7 Festschrift 6 Collection of articles written by one author 5 Forschungsbericht 5 Sammlung 5 Case study 4 Conference proceedings 4 Fallstudie 4 Mikroform 3 Rezension 3 Systematic review 3 Übersichtsarbeit 3 Bibliografie enthalten 2 Bibliography included 2 Mehrbändiges Werk 2 Multi-volume publication 2 Bibliografie 1
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Language
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English 1,968 German 32 Undetermined 4 Spanish 3 French 2 Italian 2
Author
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Stein, Jerome L. 46 Ferrari, Giorgio 32 Feichtinger, Gustav 27 Kort, Peter M. 27 Boucekkine, Raouf 26 Sethi, Suresh 24 Federico, Salvatore 21 Neck, Reinhard 21 Brock, William A. 20 Hartl, Richard F. 19 Seierstad, Atle 19 Xepapadeas, Anastasios 18 Gozzi, Fausto 17 Caulkins, Jonathan P. 14 Forsyth, Peter 14 Hudgins, David 14 Kohlmann, Michael 14 Sethi, Suresh P. 14 Bensoussan, Alain 13 Camacho, Carmen 13 Crowley, Patrick M. 13 Tucci, Marco Paolo 13 Zou, Benteng 13 Fleming, Wendell Helms 12 Fabbri, Giorgio 11 Fürnkranz-Prskawetz, Alexia 11 Grass, Dieter 11 Tragler, Gernot 11 Amman, Hans M. 10 Caputo, Michael R. 10 Castelnuovo, Efrem 10 Winkler, Ralph 10 Chahim, Mohammed 9 De Angelis, Tiziano 9 Kendrick, David A. 9 Savin, Ivan 9 Semmler, Willi 9 Wrzaczek, Stefan 9 Young, Virginia R. 9 Blueschke, Dmitri 8
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Institution
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National Bureau of Economic Research 10 Social Systems Research Institute 5 Federal Reserve Bank of San Francisco 3 Bonn Graduate School of Economics 2 Universitetet i Oslo / Økonomisk institutt 2 Belgian French German Conference on Optimization <9, 1998, Namur> 1 Carnegie Rochester Conference on Public Policy <1976, 11, Pittsburgh, Pa.> 1 Centre for Actuarial Studies 1 Ekonomiska forskningsinstitutet <Stockholm> 1 Erasmus Research Institute of Management 1 FAO 1 French German Spanish Conference on Optimization <12, 2004, Avignon> 1 Institut für Angewandte Mathematik <Hamburg> 1 Institut für Theoretische Volkswirtschaftslehre <Hamburg> 1 Institutt for Sosialøkonomi 1 International Conference on Dynamic Modelling and Control of National Economies <2, 1977, Wien> 1 International Conference on Optimization and Optimal Control <2001, T'ainan> 1 Internationale Förderung für Automatische Lenkung 1 Kingston Conference on Differential Games and Control Theory <3., 1978, Kingston, RI> 1 Konjunkturinstitutet <Stockholm> 1 Melbourne Business School 1 National Association of Accountants 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Springer Fachmedien Wiesbaden 1 Springer International Publishing 1 Symposium on Modeling and Control of Economic Systems <10, 2001, Klagenfurt> 1 Symposium on Operations Research <24, 1999, Magdeburg> 1 Umeå Universitet / Institutionen för Nationalekonomi 1 University of Rhode Island 1 Universität Bremen 1 Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Universität Mannheim 1 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 1 Universiṭat Bar-Ilan / Department of Economics 1 Verlag Mainz 1 Viennese Conference on Optimal Control and Dynamic Games <14., 2018, Wien> 1 Viennese Workshop on Economic Applications of Control Theory <1, 1981, Wien> 1 Viennese Workshop on Economic Applications of Control Theory <2, 1984, Wien> 1 Viennese Workshop on Optimal Control Theory and Economic Analysis <3, 1987, Wien> 1 Workshop on Cooperative Control and Optimization <1, 2000, Gainesville, Fla.> 1
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Published in...
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Journal of economic dynamics & control 64 European journal of operational research : EJOR 48 Insurance / Mathematics & economics 38 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 32 Mathematics of operations research 28 International journal of production research 26 Computational economics 22 Mathematical finance : an international journal of mathematics, statistics and financial theory 22 Operations research 22 CESifo working papers 21 Mathematical methods of operations research 21 Finance and stochastics 18 Operations research letters 17 International journal of theoretical and applied finance 16 International journal of production economics 15 Dynamic games and applications : DGA 14 Macroeconomic dynamics 14 American journal of agricultural economics 13 Journal of mathematical finance 13 SpringerLink / Bücher 13 Management science : journal of the Institute for Operations Research and the Management Sciences 12 Working paper 12 Journal of economic theory 11 Lecture Notes in Economics and Mathematical Systems 10 Mathematics and financial economics 10 NBER working paper series 10 Risks : open access journal 10 Applied mathematical finance 9 Games 9 International game theory review 9 International journal of productivity and quality management : IJPQM 9 Journal of mathematical economics 9 Memorandum from Department of Economics, University of Oslo 9 Scandinavian actuarial journal 9 CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute 8 CoFE discussion papers 8 Discussion paper / Center for Economic Research, Tilburg University 8 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 8 Lecture notes in economics and mathematical systems : LNEMS 8 Mathematical control theory and finance 8
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Source
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ECONIS (ZBW) 2,005 RePEc 4
Showing 51 - 60 of 2,009
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Optimal stopping and impulse control in the presence of an anticipated regime switch
Alvarez, Luis H. R.; Sillanpää, Wiljami - In: Mathematical methods of operations research : ZOR 98 (2023) 2, pp. 205-230
Persistent link: https://www.econbiz.de/10014423849
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Systemic Risk of Optioned Portfolio : Controllability and Optimization
Pang, Xiaochuan; Zhu, Shushang; Cui, Xueting; Ma, Jiali - 2023
Diversification plays an important role in financial theory and lays the foundation for financial risk management. However, its role is greatly weakened when systemic risk events occur. In this paper, we study portfolio selection against systemic risk from the perspective of individual...
Persistent link: https://www.econbiz.de/10014258315
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Pareto optimal cooperative control of mean-field backward stochastic differential system in finite horizon
Saranya, G.; Deepa, R.; Muthukumar, P. - In: Dynamic games and applications : DGA 15 (2025) 1, pp. 279-305
Persistent link: https://www.econbiz.de/10015329333
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Essays on Pollution Control in Economics and Management Science : An Interdisciplinary View
El Ouardighi, Fouad (ed.); Ploeg, Frederick van der (foreword) - 2025
Controlling pollution and environmental absorption capacity -- Self-regenerating environmental absorption efficiency myopia and the Soylent Green scenario -- Transboundary pollution control and environmental absorption efficiency management -- Production-based pollution versus deforestation rate...
Persistent link: https://www.econbiz.de/10015394180
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Distributionally robust stochastic optimal control
Shapiro, Alexander; Li, Yan - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-6
Persistent link: https://www.econbiz.de/10015358918
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Optimal control of queues with demand-driven discharge
Ilieva, Guergana P.; Ayhan, Hayriye - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015358607
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Stochastic control approach to futures trading
Leung, Tim; Zhou, Yang - 2025
"Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. In recent years, futures have been incorporated into a wide array of financial securities and have become the driving force behind their price...
Persistent link: https://www.econbiz.de/10015329681
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Optimization of continuous steel annealing operations using model predictive control at Tata Steel, India
Jagnade, Sujit A.; Patwardhan, Sachin C.; Kumar, Kunal; … - In: INFORMS journal on applied analytics 55 (2025) 1, pp. 48-65
Persistent link: https://www.econbiz.de/10015192550
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Thompson sampling with information relaxation penalties
Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 71 (2025) 3, pp. 1988-2010
Persistent link: https://www.econbiz.de/10015411774
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Model Predictive Control : Engineering Methods for Economists
Daniilidis, Aris (ed.); Grüne, Lars (ed.);  … - 2025
Chapter 1. Multi-horizon MPC and Its Application to theIntegrated Power and Thermal Management ofElectrified Vehicles (Qiuhao Hu) -- Chapter 2. Data/Moment-Driven Approaches for FastPredictive Control of Collective Dynamics (Giacomo Albi) -- Chapter 3. Finite-Dimensional Receding Horizon...
Persistent link: https://www.econbiz.de/10015410847
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