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Search: subject:"stochastic optimal control"
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stochastic optimal control
114
Kontrolltheorie
108
Stochastischer Prozess
104
Control theory
101
Stochastic process
99
Stochastic optimal control
95
Mathematical programming
57
Mathematische Optimierung
57
Portfolio selection
48
Portfolio-Management
48
Dynamic programming
44
Dynamische Optimierung
38
Theorie
24
Theory
20
Hamilton-Jacobi-Bellman equation
19
Stochastic Optimal Control
16
Risikomanagement
14
Pension fund
13
Pensionskasse
12
Altersvorsorge
11
Option pricing theory
11
Optionspreistheorie
11
Retirement provision
11
Risk management
11
Securities trading
11
Wertpapierhandel
11
foreign debt
11
dynamic programming
10
Markov chain
9
Markov-Kette
9
Risk
9
international finance
9
Algorithm
8
Algorithmus
8
Electronic trading
8
Elektronisches Handelssystem
8
Reinsurance
8
Risiko
8
vulnerability to external shocks
8
HJB equation
7
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Online availability
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Undetermined
121
Free
98
CC license
4
Type of publication
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Article
170
Book / Working Paper
78
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Article in journal
111
Aufsatz in Zeitschrift
111
Working Paper
32
Graue Literatur
18
Non-commercial literature
18
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17
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8
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2
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2
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English
178
Undetermined
69
Spanish
1
Author
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Stein, Jerome L.
31
Guéant, Olivier
12
Vigna, Elena
9
Federico, Salvatore
7
Gozzi, Fausto
7
Pelsser, Antoon André Jean
5
Azzato, Jeffrey D.
4
Bergault, Philippe
4
Di Giacinto, Marina
4
Fleming, Wendell
4
Grecksch, W.
4
Pu, Jiang
4
Elbakidze, Levan
3
Ewald, Christian-Oliver
3
Gharbi, Ali
3
Giacinto, Marina Di
3
Giribone, Pier Giuseppe
3
Guerrazzi, Marco
3
Guo, Junyi
3
Imkeller, Peter
3
Jaimungal, Sebastian
3
Kamma, Thijs
3
Krawczyk, Jacek
3
Liang, Zhibin
3
Lim, Guay C.
3
Lu, Liang
3
Naik, Prasad A.
3
Paladino, Giovanna
3
Rong, Ximin
3
Staudigl, Mathias
3
Steg, Jan-Henrik
3
Szölgyenyi, Michaela
3
Vargiolu, Tiziano
3
Young, Virginia R.
3
Zhang, Jianing
3
Zhang, Xiaoyi
3
Zhao, Hui
3
BATTOCCHIO, Paolo
2
Baumgärtner, Stefan
2
Bender, Christian
2
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Institution
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CESifo
10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Agricultural and Applied Economics Association - AAEA
4
Collegio Carlo Alberto, Università degli Studi di Torino
3
Departamento de Estadistica, Universidad Carlos III de Madrid
2
EconWPA
2
HAL
2
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Institut für Weltwirtschaft (IfW)
2
Australian Agricultural and Resource Economics Society - AARES
1
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
1
Crawford School of Public Policy, Australian National University
1
Department of Economics, University of Connecticut
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Institutionen för Nationalekonomi, Umeå Universitet
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
World Institute for Development Economic Research (UNU/WIDER), United Nations University
1
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European journal of operational research : EJOR
13
CESifo Working Paper Series
10
CESifo Working Paper
9
Insurance / Mathematics & economics
9
Journal of mathematical finance
6
MPRA Paper
6
Risks : open access journal
6
Applied mathematical finance
5
CESifo working papers
5
Insurance: Mathematics and Economics
5
Risks
5
Computational Statistics
4
Computational economics
4
Finance and Stochastics
4
International journal of production economics
4
Mathematical Methods of Operations Research
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Operations research
4
Quantitative finance
4
Scandinavian actuarial journal
4
Carlo Alberto Notebooks
3
European Journal of Operational Research
3
International journal of theoretical and applied finance
3
Iranian Economic Review
3
Manufacturing & service operations management : M & SOM
3
Mathematical methods of operations research
3
Netspar academic series
3
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington
2
Computational Economics
2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2
Economic Modelling
2
Economics Discussion Papers
2
Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
2
Finance
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Global Optimization
2
LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
2
Mathematics and financial economics
2
Operations research letters
2
Physica A: Statistical Mechanics and its Applications
2
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Source
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ECONIS (ZBW)
131
RePEc
90
EconStor
23
Other ZBW resources
3
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1
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Can we work more safely and healthily with robot partners? : a human-friendly robot-human-coordinated order fulfillment scheme
Sheu, Jiuh Biing
;
Choi, Tsan-Ming
- In:
Production and operations management : the flagship …
32
(
2023
)
3
,
pp. 794-812
Persistent link: https://www.econbiz.de/10014266165
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12
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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13
Dual formulation of the optimal consumption problem with multiplicative habit formation
Kamma, Thijs
;
Pelsser, Antoon André Jean
-
2022
Persistent link: https://www.econbiz.de/10013433524
Saved in:
14
Investing towards an exogenous reference level using a lower partial moments criterion
Kamma, Thijs
;
Pelsser, Antoon André Jean
-
2022
Persistent link: https://www.econbiz.de/10013433526
Saved in:
15
Optimization of stochastic production-inventory model for deteriorating items in a definite cycle using Hamilton-Jacobi-Bellman equation
Hau, Bui Minh
;
Kim, Hwan-Seong
;
Le Ngoc Bao Long
;
You, …
- In:
LogForum : elektroniczne czasopismo naukowe z dziedziny …
18
(
2022
)
4
,
pp. 397-411
Persistent link: https://www.econbiz.de/10013479359
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16
The recovery potential for underfunded pension plans
Pelsser, Antoon André Jean
;
Yang, Li
-
2022
Persistent link: https://www.econbiz.de/10013411738
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17
The dynamics of working hours and wages under implicit contracts
Guerrazzi, Marco
;
Giribone, Pier Giuseppe
- In:
Bulletin of economic research
74
(
2022
)
4
,
pp. 1075-1094
Persistent link: https://www.econbiz.de/10013468176
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18
Renewable, flexible, and storage capacities : friends or foes?
Peng, Xiaoshan
;
Wu, Owen Q.
;
Souza, Gilvan C.
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
5
,
pp. 1730-1749
Persistent link: https://www.econbiz.de/10015133025
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19
Audit and remediation strategies in the presence of evasion capabilities
Wang, Shouqiang
;
Véricourt, Francis de
;
Sun, Peng
- In:
Operations research
72
(
2024
)
5
,
pp. 1843-1860
Persistent link: https://www.econbiz.de/10015361747
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20
Farm debt and the over-exploitation of natural capital
Guthrie, Graeme A.
- In:
Resource and energy economics
77
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014534778
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