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subject:"Kybernetik"
~isPartOf:"Dynamic games and applications : DGA"
~isPartOf:"Mathematical methods of operations research"
~subject:"Distance-dependent utility"
~subject:"Markov-Kette"
~subject:"Theory"
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Search: subject_exact:"Stochastic control problem"
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Kybernetik
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Control theory
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Rieder, Ulrich
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Dynamic games and applications : DGA
Mathematical methods of operations research
Journal of economic dynamics & control
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
CESifo working papers
10
American journal of agricultural economics
9
Macroeconomic dynamics
9
CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Mathematical control theory and finance
8
European journal of operational research : EJOR
7
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7
Lecture notes in economics and mathematical systems : LNEMS
7
Natural resource modeling : the official journal of the Resource Modeling Association
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International journal of productivity and quality management : IJPQM
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5
Computational economics
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
5
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International journal of theoretical and applied finance
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Mathematics of operations research
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Memorandum / Department of Economics, University of Oslo
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Memorandum from Department of Economics, University of Oslo
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ECONIS (ZBW)
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1
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:
2
Approximation of discounted minimax Markov control problems and zero-sum Markov games using Hausdorff and Wasserstein distances
Dufour, François
;
Prieto-Rumeau, Tomás
- In:
Dynamic games and applications : DGA
9
(
2019
)
1
,
pp. 68-102
Persistent link: https://www.econbiz.de/10012224030
Saved in:
3
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
4
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier
;
Momeya, Romuald Hervé
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
Saved in:
5
Robust control and hot spots in spatiotemporal economic systems
Brock, William A.
;
Xepapadeas, Anastasios
; …
- In:
Dynamic games and applications : DGA
4
(
2014
)
3
,
pp. 257-289
Persistent link: https://www.econbiz.de/10010416815
Saved in:
6
Stochastic games with unbounded payoffs : applications to robust control in economics
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Dynamic games and applications : DGA
1
(
2011
)
2
,
pp. 253-279
Persistent link: https://www.econbiz.de/10009270322
Saved in:
7
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
Rieder, Ulrich
;
Winter, Jens Thorsten
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 567-596
Persistent link: https://www.econbiz.de/10003909317
Saved in:
8
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
Saved in:
9
Dynamic mean-variance problem with constrained risk control for the insurers
Bai, Lihua
;
Zhang, Huayue
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10003748393
Saved in:
10
Optimizing venture capital investments in a jump diffusion model
Bayraktar, Erhan
;
Egami, Masahiko
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10003643541
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