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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
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A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel; Djehiche, Boualem - In: Mathematical methods of operations research 72 (2010) 2, pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
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Regular finite fuel stochastic control problems with exit time
Rochlin, Dmitri B.; Mironenko, Georgii - In: Mathematical methods of operations research 84 (2016) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10011673445
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Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely; Hambly, Ben M.; Witte, Jan Hendrik - In: Mathematical methods of operations research 81 (2015) 1, pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
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Management of a hydropower system via convex duality
Dahl, Kristina Rognlien - In: Mathematical methods of operations research 89 (2019) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10011991715
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Optimal portfolio selection when stock prices follow an jump-diffusion process
Guo, Wenjing; Xu, Chengming - In: Mathematical methods of operations research 60 (2004) 3, pp. 485-496
Persistent link: https://www.econbiz.de/10002519857
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On the single-leg airline revenue management problem in continuous time
Arslan, A. Muzaffer; Frenk, Johannes G.; Sezer, Semih O. - In: Mathematical methods of operations research 81 (2015) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10010488935
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Stochastic control problems with delay
Bauer, Harald; Rieder, Ulrich - In: Mathematical methods of operations research 62 (2005) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10003232697
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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 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