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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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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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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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Optimality conditions in optimization problems with convex feasible set using convexificators
Kabgani, Alireza; Soleimani-damaneh, Majid; Zamani, Moslem - In: Mathematical methods of operations research 86 (2017) 1, pp. 103-121
Persistent link: https://www.econbiz.de/10011714384
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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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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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Managing the reputation of an award to motivate performance
Gavrila, C.; Caulkins, Jonathan P.; Feichtinger, Gustav; … - In: Mathematical methods of operations research 61 (2005) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10002636149
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Minimum time problems in economics
Grosset, Luca; Viscolani, Bruno - In: Mathematical methods of operations research 61 (2005) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10002636166
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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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Dynamic inventory strategies for profit maximization in a service facility with stochastic service, demand and lead time
Berman, Oded; Kim, Eungab - In: Mathematical methods of operations research 60 (2004) 3, pp. 497-521
Persistent link: https://www.econbiz.de/10002519878