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On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term

Fabbri, Giorgio; Federico, Salvatore - In: Mathematical economics letters 2 (2014) 3/4, pp. 33-43

Persistent link: https://www.econbiz.de/10010496358

A discrete optimality system for an optimal harvesting problem

Bakan, Hacer Öz; Yilmaz, Fikriye; Weber, Gerhard-Wilhelm - In: Computational Management Science : CMS 14 (2017) 4, pp. 519-533

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Stochastic optimal control problem with obstacle constraints in sublinear expectation framework

Li, Hanwu; Wang, Falei - 2019

In this paper we consider a stochastic optimal control problem, in which the cost function is defined through a reflected backward stochastic differential equation in sublinear expectation framework. Besides, we study the regularity of the value function and establish the dynamic programming...

Persistent link: https://www.econbiz.de/10015423954

A continuous time framework for sequential goal-based wealth management

Capponi, Agostino; Zhang, Yuchong - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7664-7691

Persistent link: https://www.econbiz.de/10015144290

Discrete mathematics and game theory

Owen, Guillermo - 1999

Persistent link: https://www.econbiz.de/10001362766

Dynamic optimization and mathematical economics

Liu, Pan-Tai (ed.) - 1980

Persistent link: https://www.econbiz.de/10000050325

Applied computational economics and finance

Miranda, Mario J.; Fackler, Paul L. - 2002

Persistent link: https://www.econbiz.de/10001674378

Discrete Mathematics and Game Theory

Owen, Guillermo - 1999

This book describes highly applicable mathematics without using calculus or limits in general. The study agrees with … the opinion that the traditional calculus/analysis is not necessarily the only proper grounding for academics who wish to … apply mathematics. The choice of topics is based on a desire to present those facets of mathematics which will be useful to …

Persistent link: https://www.econbiz.de/10013518848

Applied computational economics and finance

Miranda, Mario J.; Fackler, Paul L. - 2002

Intro -- Contents -- Preface -- 1 Introduction -- 2 Linear Equations and Computer Basics -- 3 Nonlinear Equations and Complementarity Problems -- 4 Finite-Dimensional Optimization -- 5 Numerical Integration and Differentiation -- 6 Function Approximation -- 7 Discrete Time, Discrete State...

Persistent link: https://www.econbiz.de/10012682030

Lectures on Mathematics for Economic and Financial Analysis

Giorgi, Giorgio; Jiménez, Bienvenido; Novo, Vicente - 2025

Topics of Linear Algebra -- Introduction to Functions of Several Real Variables -- Introduction to Convex Analysis … the University of Pavia's Department of Economics and Management, and also in UNED’ Department of Applied Mathematics in …

Persistent link: https://www.econbiz.de/10015334375