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  • Search: subject:"stochastic control theory"
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Year of publication
Subject
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stochastic control theory 4 Contingent work 2 Control theory 2 Kontrolltheorie 2 contract theory 2 endogenous participation constraint 2 optimal mortgage choice 2 stochastic interest rate 2 vulnerability 2 Agency theory 1 Atypische Beschäftigung 1 Calculus via regularization 1 Contract theory 1 Covariation and Quadratic variation 1 Dirichlet processes 1 Generalized Fukushima decomposition 1 Gig Economy 1 Gig economy 1 Hypothek 1 Infinite dimensional analysis 1 Interest rate 1 Mortgage 1 Non-standard employment 1 Portfolio selection 1 Portfolio-Management 1 Prinzipal-Agent-Theorie 1 Stochastic control theory 1 Stochastic partial differential equations 1 Stochastic process 1 Stochastischer Prozess 1 Tensor analysis 1 Vertragstheorie 1 Zins 1
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Online availability
All
Free 5
Type of publication
All
Book / Working Paper 3 Article 2
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 4 Undetermined 1
Author
All
Bihary, Zsolt 2 Csóka, Péter 2 Kerényi, Péter 2 Nordfang, Maj-Britt 2 Steffensen, Mogens 2 Szimayer, Alexander 2 FABBRI, Giorgio 1 RUSSO, Francesco 1
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Institution
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1
Published in...
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Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 KRTK-KTI Working Papers 1 KRTK-KTI working papers : KRTK-KTI WP 1
Source
All
ECONIS (ZBW) 2 EconStor 2 RePEc 1
Showing 1 - 5 of 5
Cover Image
Self-respecting worker in the gig economy: A dynamic principal-agent model
Bihary, Zsolt; Csóka, Péter; Kerényi, Péter; … - 2021
We introduce a dynamic principal-agent model to understand the nature of contracts between an employer and an independent gig worker. We model the worker's self-respect with an endogenous participation constraint; he accepts a job offer if and only if its utility is at least as large as his...
Persistent link: https://www.econbiz.de/10012604955
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Cover Image
Self-respecting worker in the gig economy : a dynamic principal-agent model
Bihary, Zsolt; Csóka, Péter; Kerényi, Péter; … - 2021
We introduce a dynamic principal-agent model to understand the nature of contracts between an employer and an independent gig worker. We model the worker’s self-respect with an endogenous participation constraint; he accepts a job offer if and only if its utility is at least as large as his...
Persistent link: https://www.econbiz.de/10012582631
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Cover Image
Portfolio optimization and mortgage choice
Nordfang, Maj-Britt; Steffensen, Mogens - In: Journal of Risk and Financial Management 10 (2017) 1, pp. 1-23
and access to term life insurance. The study is based on advances in stochastic control theory, which provides analytical …
Persistent link: https://www.econbiz.de/10011843280
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Cover Image
Portfolio optimization and mortgage choice
Nordfang, Maj-Britt; Steffensen, Mogens - In: Journal of risk and financial management : JRFM 10 (2017) 1, pp. 1-23
and access to term life insurance. The study is based on advances in stochastic control theory, which provides analytical …
Persistent link: https://www.econbiz.de/10011619128
Saved in:
Cover Image
Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control
FABBRI, Giorgio; RUSSO, Francesco - Institut de Recherche Économique et Sociale (IRES), … - 2012
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking values in a Hilbert space H, is the sum of a local...
Persistent link: https://www.econbiz.de/10011075069
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