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~isPartOf:"Computational economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Game theory"
~subject:"Stochastic process"
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Computational economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
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32
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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
Optimal coalition splitting with heterogenous strategies
Boucekkine, Raouf
;
Camacho, Carmen
;
Ruan, Weihua
;
Zou, …
-
2022
Persistent link: https://www.econbiz.de/10013407519
Saved in:
3
Optimal switching from competition to cooperation : a preliminary exploration
Boucekkine, Raouf
;
Camacho, Carmen
;
Zou, Benteng
-
2020
Persistent link: https://www.econbiz.de/10012244550
Saved in:
4
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:
5
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
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6
A numerical algorithm for the coupled PDEs control problem
Yuan, Gonglin
;
Li, Xiangrong
- In:
Computational economics
53
(
2019
)
2
,
pp. 697-707
Persistent link: https://www.econbiz.de/10012134850
Saved in:
7
Dynamic credit-collections optimization
Chehrazi, Naveed
;
Glynn, Peter W.
;
Weber, Thomas A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2737-2769
Persistent link: https://www.econbiz.de/10012039876
Saved in:
8
Optimal contract to induce continued effort
Sun, Peng
;
Tian, Feng
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4193-4217
Persistent link: https://www.econbiz.de/10011921512
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9
Dynamic learning of patient response types : an application to treating chronic diseases
Negoescu, Diana M.
;
Bimpikis, Kostas
;
Brandeau, Margaret L.
- In:
Management science : journal of the Institute for …
64
(
2018
)
8
,
pp. 3469-3488
Persistent link: https://www.econbiz.de/10011899846
Saved in:
10
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
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