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Optimal price management in retail energy markets : an impulse control problem with asymptotic estimates
Basei, Matteo - In: Mathematical methods of operations research 89 (2019) 3, pp. 355-383
Persistent link: https://www.econbiz.de/10012035489
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Optimal control of electricity input given an uncertain demand
Göttlich, Simone; Korn, Ralf; Lux, Kerstin - In: Mathematical methods of operations research 90 (2019) 3, pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
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Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao - In: Mathematical methods of operations research 89 (2019) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
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Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna; Liang, Zhibin; Yuen, Kam Chuen - In: Mathematical methods of operations research 90 (2019) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
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An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian; Thonhauser, Stefan - In: Mathematical methods of operations research 85 (2017) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
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A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier; Momeya, Romuald Hervé - In: Mathematical methods of operations research 85 (2017) 3, pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
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Optimal double control problem for a PDE model of goodwill dynamics
Górajski, Mariusz; Machowska, Dominika - In: Mathematical methods of operations research 85 (2017) 3, pp. 425-452
Persistent link: https://www.econbiz.de/10011714514
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Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra; Ku, Hyejin - In: Mathematical methods of operations research 86 (2017) 3, pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
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New product introduction: goodwill, time and advertising cost
Buratto, Alessandra; Viscolani, Bruno - In: Mathematical methods of operations research 55 (2002) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001656103
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Optimal risk and dividend distribution control models for an insurance company
Taksar, Michael I. - In: Mathematical methods of operations research 51 (2000) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001488491