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Journal of economic dynamics & control
European journal of operational research : EJOR
261
Operations research
89
Computers & operations research : and their applications to problems of world concern ; an international journal
88
International journal of production research
83
International journal of production economics
79
Management science : journal of the Institute for Operations Research and the Management Sciences
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42
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Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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1
Numerical solution of dynamic quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
Saved in:
2
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
Saved in:
3
A hardware approach to value function iteration
Peri, Alessandro
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012502574
Saved in:
4
Optimal timing of decisions : a general theory based on continuation values
Ma, Qingyin
;
Stachurski, John
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 62-81
Persistent link: https://www.econbiz.de/10012131026
Saved in:
5
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
6
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Saved in:
7
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
8
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
9
A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Druedahl, Jeppe
;
Jørgensen, Thomas H.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 87-107
Persistent link: https://www.econbiz.de/10011740487
Saved in:
10
Envelope condition method with an application to default risk models
Arellano, Cristina
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 436-459
Persistent link: https://www.econbiz.de/10011708605
Saved in:
11
Joint stochastic dynamic pricing and advertising with time-dependent demand
Schlosser, Rainer
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 439-452
Persistent link: https://www.econbiz.de/10011709118
Saved in:
12
Explicit investment rules with time-to-build and uncertainty
Aïd, René
;
Federico, Salvatore
;
Pham, Huyên
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 240-256
Persistent link: https://www.econbiz.de/10011474400
Saved in:
13
Using nonlinear model predictive control for dynamic decision problems in economics
Grüne, Lars
;
Semmler, Willi
;
Stieler, Marleen
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 112-133
Persistent link: https://www.econbiz.de/10011575079
Saved in:
14
Approximate dynamic programming with post-decision states as a solution method for dynamic economic models
Hull, Isaiah
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 57-70
Persistent link: https://www.econbiz.de/10011587151
Saved in:
15
Dynamic pricing and advertising of perishable products with inventory holding costs
Schlosser, Rainer
- In:
Journal of economic dynamics & control
57
(
2015
),
pp. 163-181
Persistent link: https://www.econbiz.de/10011574611
Saved in:
16
Optimal consumption under uncertainty, liquidity constraints, and bounded rationality
Özak, Ömer
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 237-254
Persistent link: https://www.econbiz.de/10010388742
Saved in:
17
Adaptive consumption behavior
Howitt, Peter
;
Özak, Ömer
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 37-61
Persistent link: https://www.econbiz.de/10010388837
Saved in:
18
Dynamically optimal R&D subsidization
Grossmann, Volker
;
Steger, Thomas M.
;
Trimborn, Timo
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 516-534
Persistent link: https://www.econbiz.de/10009709911
Saved in:
19
A polyhedral approximation approach to concave numerical dynamic programming
Fukushima, Kenichi
;
Waki, Yuichiro
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2322-2335
Persistent link: https://www.econbiz.de/10010196883
Saved in:
20
New insights into optimal control of nonlinear dynamic econometric models : application of a heuristic approach
Blueschke, Dmitri
;
Blueschke-Nikolaeva, V.
;
Savin, Ivan
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 821-837
Persistent link: https://www.econbiz.de/10009726173
Saved in:
21
Fitted value function iteration with probability one contractions
Pál, Jenő
;
Stachurski, John
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 251-264
Persistent link: https://www.econbiz.de/10009703597
Saved in:
22
Resolution of financial distress under Chapter 11
Annabi, Amira
;
Breton, Michèle
;
François, Pascal
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1867-1887
Persistent link: https://www.econbiz.de/10009701920
Saved in:
23
Numerical computation of the optimal vector field : exemplified by a fishery model
Grass, Dieter
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1626-1658
Persistent link: https://www.econbiz.de/10009701967
Saved in:
24
Tapping the supercomputer under your desk : solving dynamic equilibrium models with graphics processors
Aldrich, Eric M.
;
Fernández-Villaverde, Jesús
; …
- In:
Journal of economic dynamics & control
35
(
2011
)
3
,
pp. 386-393
Persistent link: https://www.econbiz.de/10009240637
Saved in:
25
Optimal foreign investment dynamics in the presence of technological spillovers
Dawid, Herbert
;
Greiner, Alfred
;
Zou, Benteng
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 296-313
Persistent link: https://www.econbiz.de/10003966419
Saved in:
26
Maintenance and investment : complements or substitutes? ; a reappraisal
Boucekkine, Raouf
;
Fabbri, Giorgio
;
Gozzi, Fausto
- In:
Journal of economic dynamics & control
34
(
2010
)
12
,
pp. 2420-2439
Persistent link: https://www.econbiz.de/10009127985
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27
Bifurcations of optimal vector fields in the shallow lake model
Kiseleva, Tatiana
;
Wagener, Florian Oskar Ottokar
- In:
Journal of economic dynamics & control
34
(
2010
)
5
,
pp. 825-843
Persistent link: https://www.econbiz.de/10003972957
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28
Monetary equilibrium and the differentiability of the value function
Aliprantis, Charalambos D.
;
Camera, Gabriele
;
Ruscitti, F.
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 454-462
Persistent link: https://www.econbiz.de/10003810068
Saved in:
29
Valuing programs with deterministic and stochastic cycles
Paarsch, Harry J.
;
Rust, John
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 614-623
Persistent link: https://www.econbiz.de/10003817951
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30
Non-constant discounting in finite horizon : the free terminal time case
Marín-Solano, Jesús
;
Navas, Jorge
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 666-675
Persistent link: https://www.econbiz.de/10003817967
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31
Note on positive lower bound of capital in the stochastic growth model
Chatterjee, Partha
;
Shukayev, Malik
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2137-2147
Persistent link: https://www.econbiz.de/10003732897
Saved in:
32
Explaining fashion cycles : imitators chasing innovators in product space
Caulkins, Jonathan P.
;
Hartl, Richard F.
;
Kort, Peter M.
; …
- In:
Journal of economic dynamics & control
31
(
2007
)
5
,
pp. 1535-1556
Persistent link: https://www.econbiz.de/10003515688
Saved in:
33
The climate change learning curve
Leach, Andrew J.
- In:
Journal of economic dynamics & control
31
(
2007
)
5
,
pp. 1728-1752
Persistent link: https://www.econbiz.de/10003516304
Saved in:
34
A dynamic programming approach for pricing options embedded in bonds
Ben-Ameur, Hatem
;
Breton, Michèle
;
Karoui, Lotfi
; …
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2212-2233
Persistent link: https://www.econbiz.de/10003485019
Saved in:
35
Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime
;
Kijima, Masaaki
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3478-3502
Persistent link: https://www.econbiz.de/10003569563
Saved in:
36
Dynamic optimisation in the presence of threshold effects when the location of the threshold is uncertain : with an application to a possible disintegration of the Western Antarcti...
Nævdal, Eric
- In:
Journal of economic dynamics & control
30
(
2006
)
7
,
pp. 1131-1158
Persistent link: https://www.econbiz.de/10003336474
Saved in:
37
An infinite-horizon maximum principle with bounds on the adjoint variable
Weber, Thomas A.
- In:
Journal of economic dynamics & control
30
(
2006
)
2
,
pp. 229-241
Persistent link: https://www.econbiz.de/10003269103
Saved in:
38
Stochastic intertemporal duality : an application to investment under uncertainty
Krysiak, Frank C.
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1363-1387
Persistent link: https://www.econbiz.de/10003349920
Saved in:
39
Optimal management of durable pollution
Shah, Sudhir A.
- In:
Journal of economic dynamics & control
29
(
2005
)
6
,
pp. 1121-1164
Persistent link: https://www.econbiz.de/10002855744
Saved in:
40
Necessity of the transversality condition for stochastic models with bounded or CRRA uitlity
Kamihigashi, Takashi
- In:
Journal of economic dynamics & control
29
(
2005
)
8
,
pp. 1313-1329
Persistent link: https://www.econbiz.de/10003002257
Saved in:
41
A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.
;
Poulsen, Rolf
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
Saved in:
42
Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân
;
Rustem, Berç
;
Settergren, Reuben
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
Saved in:
43
Optimal portfolios under a value-at-risk constraint
Yiu, K. F. C.
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10001880808
Saved in:
44
Innovations, improvements, and the optimal adoption of new technologies
Doraszelski, Ulrich
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1461-1480
Persistent link: https://www.econbiz.de/10001880867
Saved in:
45
Modeling financial reinsurance in the casualty insurance business via stochastic programming
Lange, Petter E. de
;
Fleten, Stein-Erik
;
Gaivoronski, …
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 991-1012
Persistent link: https://www.econbiz.de/10001856046
Saved in:
46
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1079-1113
Persistent link: https://www.econbiz.de/10001856096
Saved in:
47
Using dynamic programming with adaptive grid scheme for optimal control problems in economics
Grüne, Lars
;
Semmler, Willi
- In:
Journal of economic dynamics & control
28
(
2004
)
12
,
pp. 2427-2456
Persistent link: https://www.econbiz.de/10002370031
Saved in:
48
On-line portfolio selection using stochastic programming
Gaivoronski, Alexei A.
;
Stella, Fabio
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1013-1043
Persistent link: https://www.econbiz.de/10001734477
Saved in:
49
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Blomvall, Jörgen
;
Lindberg, Per O.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1099-1112
Persistent link: https://www.econbiz.de/10001734566
Saved in:
50
A computational approach to liquidity-constrained firms over an infinite horizon
Ono, Masanori
- In:
Journal of economic dynamics & control
28
(
2003
)
1
,
pp. 189-205
Persistent link: https://www.econbiz.de/10001794347
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