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:"stochastic control problem"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Control theory
2,001
Kontrolltheorie
2,001
Stochastic process
566
Stochastischer Prozess
566
Mathematical programming
548
Mathematische Optimierung
548
Theorie
539
Theory
538
Portfolio selection
214
Portfolio-Management
214
Dynamic programming
207
Dynamische Optimierung
207
Markov chain
94
Markov-Kette
93
Spieltheorie
93
Optimal control
92
Game theory
90
Kybernetik
75
Risk
73
Risiko
72
optimal control
72
Cybernetics
71
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
more ...
less ...
Online availability
All
Free
580
Undetermined
491
CC license
35
Type of publication
All
Article
1,117
Book / Working Paper
888
Type of publication (narrower categories)
All
Article in journal
990
Aufsatz in Zeitschrift
990
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
Lehrbuch
11
Aufsatzsammlung
9
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
more ...
less ...
Language
All
English
1,964
German
32
Undetermined
4
Spanish
3
French
2
Italian
2
Author
All
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
Amman, Hans M.
10
Caputo, Michael R.
10
Castelnuovo, Efrem
10
Tragler, Gernot
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
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
Working paper
12
Journal of economic theory
11
Management science : journal of the Institute for Operations Research and the Management Sciences
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
more ...
less ...
Source
All
ECONIS (ZBW)
2,001
RePEc
4
Showing
1
-
10
of
2,005
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Limited factors and why optimal growth has led to destruction
Camacho, Carmen
;
Ruan, Weihua
;
Zou, Benteng
-
2025
Persistent link: https://www.econbiz.de/10015191324
Saved in:
2
Limited factors and why optimal growth has led to destruction
Camacho, Carmen
;
Ruan, Weihua
;
Zou, Benteng
-
2025
Persistent link: https://www.econbiz.de/10015173861
Saved in:
3
Optimal fiscal policy in times of uncertainty : a stochastic control approach
Neck, Reinhard
;
Blueschke, Dmitri
;
Blueschke-Nikolaeva, …
- In:
Empirica : journal of european economics
52
(
2025
)
1
,
pp. 99-120
Persistent link: https://www.econbiz.de/10015333785
Saved in:
4
Optimal control problem for hybrid pension plans under longevity risk for alpha-maxmin expected utility minimization
Chen, Ya
;
Liu, Wei
;
Zhao, Zhen
-
2025
Persistent link: https://www.econbiz.de/10015359797
Saved in:
5
Benchmark-driven investment for DC pension plans
Pelsser, Antoon André Jean
;
Yang, Li
- In:
Journal of pension economics and finance : JPEF
23
(
2024
)
4
,
pp. 476-503
Persistent link: https://www.econbiz.de/10015154280
Saved in:
6
A simple planning problem for COVID-19 lockdown : a dynamic programming approach
Calvia, Alessandro
;
Gozzi, Fausto
;
Lippi, Francesco
; …
- In:
Economic theory
77
(
2024
)
1/2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10014552687
Saved in:
7
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
-
2024
Persistent link: https://www.econbiz.de/10014529902
Saved in:
8
Advances in applied optimal control and combinatorial optimization : special isssue in honor of Richard F. Hartl
Dawid, Herbert
;
Dörner, Karl Franz
;
Feichtinger, Gustav
; …
- In:
Central European journal of operations research
32
(
2024
)
2
,
pp. 177-182
Persistent link: https://www.econbiz.de/10014537290
Saved in:
9
Optimal trading with regime switching : numerical and analytic techniques applied to valuing storage in an electricity balancing market
Johnson, Paul
;
Szabó, Dávid Zoltán
;
Duck, Peter
- In:
European journal of operational research : EJOR
319
(
2024
)
2
,
pp. 611-624
Persistent link: https://www.econbiz.de/10015084871
Saved in:
10
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
Barbagallo, Annamaria
;
Pansera, Bruno Antonio
;
Ferrara, …
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014636789
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
