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isPartOf:"Bonn Econ Discussion Papers / BGSE"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Mathematische Kontrolltheorie"
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Control theory
79
Kontrolltheorie
79
Theorie
27
Theory
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Stochastic process
23
Stochastischer Prozess
23
Portfolio selection
18
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Kort, Peter M.
4
Caputo, Michael R.
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Feichtinger, Gustav
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Jørgensen, Steffen
3
Caulkins, Jonathan P.
2
Dennis, Richard J.
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Forsyth, Peter A.
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Hartl, Richard F.
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Kendrick, David A.
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Mitchell, Douglas W.
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Mtunya, Adeline Peter
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Ngare, Philip
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Nkansah-Gyekye, Yaw
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Seidl, Andrea
2
Tucci, Marco Paolo
2
Wagener, Florian Oskar Ottokar
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Zaccour, Georges
2
Akpanibah, Edikan E.
1
Alemdar, Nedim M.
1
Alvarez, Luis H. R.
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Ambler, Steve
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Bolin, Christian
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Boucekkine, Raouf
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Brock, William A.
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Bonn Econ Discussion Papers / BGSE
Journal of economic dynamics & control
Journal of mathematical finance
Quantitative finance
Insurance / Mathematics & economics
41
European journal of operational research : EJOR
39
Mathematics of operations research
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Mathematical methods of operations research
23
Operations research
22
Finance and stochastics
21
International journal of theoretical and applied finance
21
Computational economics
20
International journal of production research
19
Operations research letters
19
Dynamic games and applications : DGA
14
Risks : open access journal
14
American journal of agricultural economics
12
International journal of production economics
12
Journal of economic theory
11
Macroeconomic dynamics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematics and financial economics
10
Applied mathematical finance
9
Games
9
International journal of productivity and quality management : IJPQM
9
Journal of mathematical economics
9
Scandinavian actuarial journal
9
International game theory review
8
Economic modelling
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of banking & finance
7
Journal of economic behavior & organization : JEBO
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
6
Computational optimization and applications : an international journal
6
Finance research letters
6
Journal of risk and financial management : JRFM
6
Manufacturing & service operations management : M & SOM
6
Mathematical methods of operations research : ZOR
6
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5
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ECONIS (ZBW)
79
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1
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79
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1
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
2
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
3
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
4
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
5
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
6
Optimal stock-enhancement of a spatially distributed renewable resource
Bayındır-Upmann, Thorsten
;
Uecker, Hannes
;
Hammann, Liv
; …
- In:
Journal of economic dynamics & control
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666291
Saved in:
7
Optimal management of pumped hydroelectric production with state constrained optimal control
Picarelli, Athena
;
Vargiolu, Tiziano
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667920
Saved in:
8
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
9
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:
10
Zeno points in optimal control models with endogenous regime switching
Seidl, Andrea
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 353-368
Persistent link: https://www.econbiz.de/10012130989
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