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language:"eng"
~isPartOf:"CIRJE discussion papers / F series"
~isPartOf:"Dynamic games and applications : DGA"
~isPartOf:"International journal of production research"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Steuerungstheorie"
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Stochastischer Prozess
Control theory
35
Kontrolltheorie
35
Stochastic process
12
Game theory
11
Spieltheorie
11
Production control
6
Produktionssteuerung
6
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Backward stochastic differential equation
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Saito, Taiga
2
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2
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1
Brock, William A.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Nie, Tianyang
1
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1
Pan, Xiaojun
1
Polotski, Vladimir
1
Ricalde-Guerrero, Joshué H.
1
Shi, Jingtao
1
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1
Xepapadeas, Anastasios
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CIRJE discussion papers / F series
Dynamic games and applications : DGA
International journal of production research
Insurance / Mathematics & economics
31
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
19
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
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13
Mathematical methods of operations research
13
Risks : open access journal
13
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9
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Institute of Mathematical Economics Working Paper
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SFB 649 discussion paper
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Advanced mathematical methods for finance
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American journal of agricultural economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
12
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1
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
Saved in:
2
Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
El Asri, Brahim
;
Ourkiya, Nacer
- In:
Dynamic games and applications : DGA
14
(
2024
)
3
,
pp. 549-577
Persistent link: https://www.econbiz.de/10014556746
Saved in:
3
Supplementary file for "sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
-
Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
Saved in:
4
Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
Hernández-Hernández, Daniel
;
Ricalde-Guerrero, Joshué H.
- In:
Dynamic games and applications : DGA
12
(
2022
)
4
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10013433667
Saved in:
5
Maximum principle for general partial information nonzero sum stochastic differential games and applications
Nie, Tianyang
;
Wang, Falei
;
Yu, Zhiyong
- In:
Dynamic games and applications : DGA
12
(
2022
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10013198740
Saved in:
6
A Stackelberg game of backward stochastic differential equations with applications
Zheng, Yueyang
;
Shi, Jingtao
- In:
Dynamic games and applications : DGA
10
(
2020
)
4
,
pp. 968-992
Persistent link: https://www.econbiz.de/10012628843
Saved in:
7
Risk-sensitive mean field games via the stochastic maximum principle
Moon, Jun
;
Başar, Tamer
- In:
Dynamic games and applications : DGA
9
(
2019
)
4
,
pp. 1100-1125
Persistent link: https://www.econbiz.de/10012226193
Saved in:
8
Set-up and production planning in hybrid manufacturing–remanufacturing systems with large returns
Polotski, Vladimir
;
Kenne, Jean-Pierre
;
Gharbi, Ali
- In:
International journal of production research
55
(
2017
)
13/14
,
pp. 3766-3787
Persistent link: https://www.econbiz.de/10011671348
Saved in:
9
A characterization of sub-game perfect equilibria for SDEs of mean-field type
Djehiche, Boualem
;
Huang, Minyi
- In:
Dynamic games and applications : DGA
6
(
2016
)
1
,
pp. 55-81
Persistent link: https://www.econbiz.de/10011589882
Saved in:
10
Optimal control of a stochastic production-inventory system under deteriorating items and environmental constraints
Pan, Xiaojun
;
Li, Shoude
- In:
International journal of production research
53
(
2015
)
2
,
pp. 607-628
Persistent link: https://www.econbiz.de/10010495038
Saved in:
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