Search Results - subject:"stochastic optimal control"

Yener, Haluk; Soybilgen, Barış; Stengos, Thanasēs - In: International review of economics & finance : IREF 70 (2020), pp. 202-229

Persistent link: https://www.econbiz.de/10012486786

Bradonjić, Milan; Causley, Matthew; Cohen, Albert - In: Risks 3 (2015) 4, pp. 553-572

advertising model from [1] and used effectively in the Stochastic Optimal Control of Advertising [2]. This model of reputation is …

Persistent link: https://www.econbiz.de/10011709540

Bradonjić, Milan; Causley, Matthew; Cohen, Albert - In: Risks : open access journal 3 (2015) 4, pp. 553-572

advertising model from [1] and used effectively in the Stochastic Optimal Control of Advertising [2]. This model of reputation is …

Persistent link: https://www.econbiz.de/10011402776

Sunar, Nur; Birge, John R.; Vitavasiri, Sinit - In: Operations research 67 (2019) 3, pp. 770-790

Persistent link: https://www.econbiz.de/10012040246

Mwanakatwe, Patrick Kandege; Wang, Xiaoguang; Su, Yue - In: Journal of mathematical finance 9 (2019) 3, pp. 254-265

Persistent link: https://www.econbiz.de/10012210171

Huang, Xuancheng; Jaimungal, Sebastian; Nourian, Mojtaba - In: Applied mathematical finance 26 (2019) 2, pp. 153-185

Persistent link: https://www.econbiz.de/10012210268

Guéant, Olivier; Manziuk, Iuliia - In: Applied mathematical finance 26 (2019) 5, pp. 387-452

Persistent link: https://www.econbiz.de/10012210413

Cheng, Xue; Di Giacinto, Marina; Wang, Tai-Ho - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1662-1677

Persistent link: https://www.econbiz.de/10012214354

Wang, Suxin; Lu, Yi - In: Insurance / Mathematics & economics 89 (2019), pp. 46-62

Persistent link: https://www.econbiz.de/10012133507

Kafash, Behzad - In: Computational economics 54 (2019) 2, pp. 763-782

Persistent link: https://www.econbiz.de/10012134353

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