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~isPartOf:"American journal of agricultural economics"
~isPartOf:"International journal of production economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Operations research"
~isPartOf:"Scandinavian actuarial journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Gharbi, Ali
3
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3
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2
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American journal of agricultural economics
International journal of production economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Operations research
Scandinavian actuarial journal
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59
Insurance / Mathematics & economics
41
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39
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1
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
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2
Time-inconsistent view on a dividend problem with penalty
Strini, Josef Anton
;
Thonhauser, Stefan
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 811-833
Persistent link: https://www.econbiz.de/10014383974
Saved in:
3
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
4
Dynamic contracting in asset management under the investor-partner-manager relationship
Keppo, Jussi
;
Touzi, Nizar
;
Zuo, Ruiting
- In:
Operations research
72
(
2024
)
3
,
pp. 903-915
Persistent link: https://www.econbiz.de/10014556839
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5
Ruin probability in a two-dimensional model with correlated Brownian motions
Grandits, Peter
;
Klein, Maike
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 362-379
Persistent link: https://www.econbiz.de/10012588338
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6
Technical note: optimal procurement in remanufacturing systems with uncertain used-item condition
Nadar, Emre
;
Akan, Mustafa
;
Debo, Laurens
; …
- In:
Operations research
71
(
2023
)
5
,
pp. 1441-1453
Persistent link: https://www.econbiz.de/10014393144
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7
Efficient resource allocation contracts to reduce adverse events
Liang, Yong
;
Sun, Peng
;
Tang, Runyu
;
Zhang, Chong
- In:
Operations research
71
(
2023
)
5
,
pp. 1889-1907
Persistent link: https://www.econbiz.de/10014393286
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8
Generalized exact scheduling : a minimal-variance distributed deadline scheduler
Nakahira, Yorie
;
Ferragut, Andres
;
Wierman, Adam
- In:
Operations research
71
(
2023
)
2
,
pp. 433-470
Persistent link: https://www.econbiz.de/10014308592
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9
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Zhuo, Jin
;
Xu, Zuo Quan
;
Zou, Bin
- In:
Scandinavian actuarial journal
2022
(
2022
)
2
,
pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
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10
Search under accumulated pressure
Alizamir, Saed
;
Véricourt, Francis de
;
Sun, Peng
- In:
Operations research
70
(
2022
)
3
,
pp. 1393-1409
Persistent link: https://www.econbiz.de/10013366099
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