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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Control and dynamic systems : advances in theory and applications"
~isPartOf:"Finance research letters"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Kontrolltheorie"
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Stochastischer Prozess
Kontrolltheorie
26
Control theory
19
Theorie
9
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9
Stochastic process
7
Aufsatzsammlung
6
Dynamisches System
4
Portfolio selection
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1995-2005
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Agency theory
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Agrarproduktion
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Ambiguity aversion
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Acharya, Dipesh
1
Angoshtari, Bahman
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Bayraktar, Erhan
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Chalak, Morteza
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Cheng, Yuyang
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Eiswerth, Mark
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Escobar, Marcos
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Jang, Bong-Gyu
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Kubo, Kenji
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Lan, Xinchen
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Mizukami, Daiki
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Nakagawa, Kei
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Polyakov, Maksym
1
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American journal of agricultural economics
Control and dynamic systems : advances in theory and applications
Finance research letters
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
9
Journal of mathematical finance
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Operations research
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Computational economics
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Mathematics and financial economics
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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
7
Operations research letters
7
Applied mathematical finance
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CESifo working papers
6
International journal of production economics
6
Scandinavian actuarial journal
6
CESifo Working Paper
5
International journal of financial engineering
5
Journal of risk and financial management : JRFM
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Quantitative finance
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Institute of Mathematical Economics Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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OR spectrum : quantitative approaches in management
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Annals of finance
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International journal of production research
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SFB 649 discussion paper
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Advanced mathematical methods for finance
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Bonn Econ Discussion Papers
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ECONIS (ZBW)
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
3
Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kubo, Kenji
;
Nakagawa, Kei
;
Mizukami, Daiki
;
Acharya, Dipesh
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472433
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
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu
;
Lee, Seungkyu
;
Lim, Byung Hwa
- In:
Finance research letters
18
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
Saved in:
6
Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
15
(
2015
),
pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
Saved in:
7
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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