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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Computational economics"
~isPartOf:"Control and dynamic systems : advances in theory and applications"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Kontrolltheorie"
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Stochastischer Prozess
Kontrolltheorie
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Barth, Andrea
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Blueschke, D.
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Chalak, Morteza
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Chavanasporn, Walailuck
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Dleuna Nyoumbi, Christelle
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American journal of agricultural economics
Computational economics
Control and dynamic systems : advances in theory and applications
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
Finance and stochastics
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Mathematical methods of operations research
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Risks : open access journal
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Journal of economic dynamics & control
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Mathematics and financial economics
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Operations research
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CoFE Discussion Paper
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Dynamic games and applications : DGA
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Operations research letters
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Applied mathematical finance
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CESifo working papers
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International journal of production economics
6
Scandinavian actuarial journal
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International journal of financial engineering
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle
;
Tambue, Antoine
- In:
Computational economics
61
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
Saved in:
2
OPTCON3 : an active learning control algorithm for nonlinear quadratic stochastic problems
Blueschke-Nikolaeva, V.
;
Blueschke, D.
;
Neck, Reinhard
- In:
Computational economics
56
(
2020
)
1
,
pp. 145-162
Persistent link: https://www.econbiz.de/10012272022
Saved in:
3
Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad
- In:
Computational economics
54
(
2019
)
2
,
pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
Saved in:
4
Economics of controlling invasive species : a stochastic optimization model for a spatial-dynamic process
Chalak, Morteza
;
Polyakov, Maksym
;
Pannell, David J.
- In:
American journal of agricultural economics
99
(
2017
)
1
,
pp. 123-139
Persistent link: https://www.econbiz.de/10011761162
Saved in:
5
Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Savin, Ivan
;
Blueschke, Dmitri
- In:
Computational economics
48
(
2016
)
2
,
pp. 317-338
Persistent link: https://www.econbiz.de/10011646783
Saved in:
6
A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea
;
Moreno-Bromberg, Santiago
;
Reichmann, Oleg
- In:
Computational economics
47
(
2016
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
Saved in:
7
Quarterly fiscal policy experiments with a multiplier-accelerator model
Kendrick, David A.
;
Shoukry, George
- In:
Computational economics
44
(
2014
)
3
,
pp. 269-293
Persistent link: https://www.econbiz.de/10010489081
Saved in:
8
A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
Saved in:
9
Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel
- In:
Computational economics
31
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003612205
Saved in:
10
Uncertainty, economics, and the spread of an invasive plant species
Eiswerth, Mark
;
Van Kooten, Gerrit C.
- In:
American journal of agricultural economics
84
(
2002
)
5
,
pp. 1317-1322
Persistent link: https://www.econbiz.de/10001728215
Saved in:
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