//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Kybernetik"
~isPartOf:"Dynamic games and applications : DGA"
~isPartOf:"Mathematical methods of operations research"
~subject:"Distance-dependent utility"
~subject:"Markov-Kette"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastic control problem"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kybernetik
Distance-dependent utility
Markov-Kette
Control theory
38
Kontrolltheorie
38
Stochastic process
19
Stochastischer Prozess
19
Game theory
12
Spieltheorie
12
Markov chain
8
Theorie
8
Theory
8
Portfolio selection
6
Portfolio-Management
6
Stochastic control
6
Mathematical programming
5
Mathematische Optimierung
5
Stochastic game
5
Stochastisches Spiel
5
Analysis
4
Mathematical analysis
4
Maximum principle
4
Incomplete information
3
Stochastic optimal control
3
Unvollkommene Information
3
Backward stochastic differential equation
2
Differential games
2
Hamilton-Jacobi-Bellman equation
2
Innovation
2
Institutional investor
2
Institutioneller Investor
2
Nash equilibrium
2
Nash-Gleichgewicht
2
Optimal control
2
Partial information
2
Robust statistics
2
Robustes Verfahren
2
Actuarial mathematics
1
Adjoint equations
1
Advertising
1
Air transport
1
Airline
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Berman, Oded
1
Bi, Junna
1
Brock, William A.
1
Dufour, François
1
Guo, Xianping
1
Hernández-Hernández, Daniel
1
Jaśkiewicz, Anna
1
Kim, Eungab
1
Liang, Zhibin
1
Menoukeu-Pamen, Olivier
1
Momeya, Romuald Hervé
1
Nowak, Andrzej S.
1
Prieto-Rumeau, Tomás
1
Ricalde-Guerrero, Joshué H.
1
Rieder, Ulrich
1
Winter, Jens Thorsten
1
Xepapadeas, Anastasios
1
Yannacopoulos, Athanasios N.
1
Yuen, Kam Chuen
1
Zhang, Lanlan
1
more ...
less ...
Published in...
All
Dynamic games and applications : DGA
Mathematical methods of operations research
European journal of operational research : EJOR
7
Operations research
7
Mathematics of operations research
5
Computational economics
4
Games
4
Journal of economic dynamics & control
3
Memorandum from Department of Economics, University of Oslo
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Cuadernos de economía : publ. del Consejo Superior de Investigaciones Científicas en col. con el Departamento de Teoría Económica de la Universidad de Barcelona
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research : ZOR
2
Operations research letters
2
Prentice-Hall electrical engineering series
2
Annals of operations research
1
Applied mathematical finance
1
Arbeitspapier / Sonderforschungsbereich 3, Mikroanalytische Grundlagen der Gesellschaftspolitik, J.W. Goethe-Universität Frankfurt und Universität Mannheim
1
Asia-Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
BestMasters
1
CBN journal of applied statistics
1
CER-ETH - Center of Economic Research at ETH Zurich, Working Paper
1
CESifo Working Paper
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Contributions to economic analysis
1
Copernican Journal of Finance & Accounting : CJF&A
1
Discussion paper / B
1
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
1
ECON WPS : working papers in economic theory and policy
1
Economic theory in a changing world : policy-making for growth
1
Economic theory, econometrics and mathematical economics
1
FRB of Cleveland Working Paper
1
Federal Reserve Bank of Cleveland working paper series
1
Finance and stochastics
1
INFOR : information systems and operational research
1
Information, interaction and (in)efficiency in financial markets : Festschrift on the occasion of Klaus Schredelseker's 65th Birthday
1
Insurance / Mathematics & economics
1
International Series in Operations Research & Management Science
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Constrained continuous-time Markov decision processes with average criteria
Zhang, Lanlan
;
Guo, Xianping
- In:
Mathematical methods of operations research
67
(
2008
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10003681574
Saved in:
9
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->