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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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Undetermined
121
Free
98
CC license
4
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Article
170
Book / Working Paper
78
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Article in journal
111
Aufsatz in Zeitschrift
111
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32
Graue Literatur
18
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8
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2
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English
178
Undetermined
69
Spanish
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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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61
Simple explicit formula for near-optimal stochastic lifestyling
Černý, Aleš
;
Melicherčík, Igor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 769-778
Persistent link: https://www.econbiz.de/10012238805
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62
Optimal selection and release problem in software testing process : a continuous time stochastic control approach
Cao, Ping
;
Yang, Ke
;
Liu, Ke
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 211-222
Persistent link: https://www.econbiz.de/10012239541
Saved in:
63
Management of online server congestion using optimal demand throttling
Perera, Sandun
;
Gupta, Varun
;
Buckley, Winston
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 324-342
Persistent link: https://www.econbiz.de/10012239568
Saved in:
64
Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle
Han, Xia
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 879-903
Persistent link: https://www.econbiz.de/10012313745
Saved in:
65
Accelerated share repurchase and other buyback programs : what neural networks can bring
Guéant, Olivier
;
Manziuk, Iuliia
;
Pu, Jiang
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1389-1404
Persistent link: https://www.econbiz.de/10012262692
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66
OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
Blueschke-Nikolaeva, V.
;
Blueschke, D.
;
Neck, Reinhard
- In:
Computational economics
56
(
2020
)
1
,
pp. 145-162
Persistent link: https://www.econbiz.de/10012272022
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67
Optimal allocation to deferred income annuities
Habib, F.
;
Huang, H.
;
Mauskopf, A.
;
Nikolic, B.
; …
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 94-104
Persistent link: https://www.econbiz.de/10012169505
Saved in:
68
Production control of failure-prone manufacturing-remanufacturing systems using mixed dedicated and shared facilities
Assid, M.
;
Gharbi, A.
;
Hajji, A.
- In:
International journal of production economics
224
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012233493
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69
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
Saved in:
70
Consumption and investment demand when health evolves stochastically
Bolin, Christian
;
Caputo, Michael R.
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012502555
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