//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
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_exact:"Bellman-Optimalitätsprinzip"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic programming
13
Dynamische Optimierung
13
Portfolio selection
9
Portfolio-Management
9
Theorie
9
Theory
9
Mathematical programming
7
Mathematische Optimierung
7
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Control theory
2
Incomplete market
2
Kontrolltheorie
2
Portfolio optimization
2
Robust statistics
2
Robustes Verfahren
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
dynamic programming
2
stochastic control
2
Adaptive robust control
1
American option
1
Decision under uncertainty
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Entscheidung unter Unsicherheit
1
FFT
1
Gaussian surrogate processes
1
Incomplete information
1
L évy processes
1
Market liquidity
1
Markov chain
1
Markov decision process
1
Markov-Kette
1
Marktliquidität
1
Optimal insurance
1
Optimal trade execution
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Agliardi, Rossella
1
Bielecki, Tomasz R.
1
Broadie, Mark
1
Chen, Tao
1
Cialenco, Igor
1
Cong, F.
1
Deng, Shijie
1
Fedotov, Sergei
1
Frey, Rüdiger
1
Gabih, Abdelali
1
Gassiat, Paul
1
Gençay, Ramazan
1
Karguine, Slava
1
Kirkby, J. Lars
1
Mikhailov, Sergei
1
Mnif, Mohamed
1
Nayman, Niv
1
Oosterlee, Cornelis Willebrordus
1
Pang, Tao
1
Pham, Huyên
1
Primbs, James A.
1
Shen, Weiwei
1
Sı̂rbu, Mihai
1
Wunderlich, Ralf
1
Yamada, Yuji
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
European journal of operational research : EJOR
269
Operations research
95
Computers & operations research : and their applications to problems of world concern ; an international journal
88
International journal of production research
86
International journal of production economics
81
Journal of economic dynamics & control
73
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Operations research letters
59
Journal of revenue and pricing management
42
Mathematics of operations research
41
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
41
Manufacturing & service operations management : M & SOM
40
INFORMS journal on computing : JOC
34
Mathematical methods of operations research
33
Transportation research / E : an international journal
33
Omega : the international journal of management science
31
Economic theory : official journal of the Society for the Advancement of Economic Theory
28
NBER working paper series
25
Insurance / Mathematics & economics
22
Journal of economic theory
22
Working paper / National Bureau of Economic Research, Inc.
22
Production and operations management : an international journal of the Production and Operations Management Society
21
Computational economics
19
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
18
Journal of scheduling
18
OR spectrum : quantitative approaches in management
18
Journal of the Operational Research Society
17
Journal of the Operational Research Society : OR
17
NBER Working Paper
17
Faculty & research / Insead : working paper series
16
Production and operations management : the flagship research journal of the Production and Operations Management Society
16
Working paper series
15
Economic modelling
14
Journal of economic behavior & organization : JEBO
14
Working paper
14
American journal of agricultural economics
13
Discussion paper / Tinbergen Institute
13
Discussion paper series / IZA
13
Economics letters
13
Finance and stochastics
13
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
2
Swing option pricing by dynamic programming with B-spline density projection
Kirkby, J. Lars
;
Deng, Shijie
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-53
Persistent link: https://www.econbiz.de/10012183215
Saved in:
3
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
4
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
5
On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763920
Saved in:
6
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
7
Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
Saved in:
8
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
9
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Gassiat, Paul
;
Pham, Huyên
;
Sı̂rbu, Mihai
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10008908395
Saved in:
10
Stochastic portfolio optimization with log utility
Pang, Tao
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 869-887
Persistent link: https://www.econbiz.de/10003380291
Saved in:
11
Optimal asset allocation with asymptotic criteria
Karguine, Slava
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001794263
Saved in:
12
Distribution-based option pricing on lattice asset dynamics models
Yamada, Yuji
;
Primbs, James A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 599-618
Persistent link: https://www.econbiz.de/10001743192
Saved in:
13
Option pricing for incomplete markets via stochastic optimization : transaction costs, adaptive control and forecast
Fedotov, Sergei
;
Mikhailov, Sergei
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 179-195
Persistent link: https://www.econbiz.de/10001554259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->