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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Games"
~isPartOf:"Mathematics of operations research"
~subject:"Erneuerbare Ressourcen"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Erneuerbare Ressourcen
Stochastic process
Control theory
76
Kontrolltheorie
76
Stochastischer Prozess
37
Mathematical programming
32
Mathematische Optimierung
32
Markov chain
12
Markov-Kette
12
Portfolio selection
11
Portfolio-Management
11
optimal control
10
Dynamic programming
9
Dynamische Optimierung
9
Game theory
8
Spieltheorie
8
Stochastic optimal control
8
stochastic control
7
Mathematics
6
Mathematik
6
Cybernetics
5
Inventory model
5
Kybernetik
5
Lagerhaltungsmodell
5
Stochastic game
5
Stochastisches Spiel
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Analysis
4
Mathematical analysis
4
Optimal control
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Monte Carlo simulation
3
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3
Option pricing theory
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Optionspreistheorie
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Pension fund
3
Pensionskasse
3
Search theory
3
Suchtheorie
3
dynamic programming
3
infinite horizon
3
stochastic maximum principle
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Control
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Article
37
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Aufsatz in Zeitschrift
Article in journal
37
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English
37
Author
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De Angelis, Tiziano
2
Federico, Salvatore
2
Ferrari, Giorgio
2
Saldi, Naci
2
Zhou, Zhou
2
Černý, Aleš
2
Aurell, Alexander
1
Aïd, René
1
Balata, Alessandro
1
Basei, Matteo
1
Başar, Tamer
1
Bertsekas, Dimitri P.
1
Brunovský, Pavol
1
Buckley, Winston
1
Callegaro, Giorgia
1
Campi, Luciano
1
Cao, Ping
1
Castellano, Rosella
1
Cerqueti, Roy
1
Chakraborti, Subhabrata
1
Chao, Xiuli
1
Choutri, Salah Eddine
1
Di Giacinto, Marina
1
Djehiche, Boualem
1
Englezos, Nikolaos
1
Feng, Haolin
1
Gaïgi, M'hamed
1
Ghate, Archis
1
Gozzi, Fausto
1
Guan, Chonghu
1
Gupta, Varun
1
Hamadène, Said
1
Hamidou, Tembine
1
Hdhiri, Ibtissem
1
Hu, Mingshang
1
Huang, Yu-Jui
1
Ji, Shaolin
1
Kamma, Thijs
1
Kanoria, Yash
1
Kartala, Xanthi-Isidora
1
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European journal of operational research : EJOR
Games
Mathematics of operations research
Insurance / Mathematics & economics
31
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
13
Risks : open access journal
13
Mathematical methods of operations research
11
Journal of economic dynamics & control
10
Journal of mathematical finance
9
Operations research
9
Computational economics
8
Mathematics and financial economics
8
Dynamic games and applications : DGA
7
Operations research letters
7
Applied mathematical finance
6
International journal of production economics
6
Scandinavian actuarial journal
6
Finance research letters
5
International journal of financial engineering
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
OR spectrum : quantitative approaches in management
4
Annals of finance
3
International journal of production research
3
Natural resource modeling : the official journal of the Resource Modeling Association
3
American journal of agricultural economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Economic modelling
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
INFORMS journal on applied analytics
2
Journal of banking & finance
2
Journal of mathematical economics
2
Journal of risk
2
LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
2
Manufacturing & service operations management : M & SOM
2
Market microstructure and liquidity
2
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ECONIS (ZBW)
37
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1
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
2
Managing customer churn via service mode control
Kanoria, Yash
;
Lobel, Ilan
;
Lu, Jiaqi
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1192-1222
Persistent link: https://www.econbiz.de/10014564974
Saved in:
3
On singular control for Lévy processes
Noba, Kei
;
Yamazaki, Kazutoshi
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210
Saved in:
4
Optimality of independently randomized symmetric policies for exchangeable stochastic teams with infinitely many decision makers
Sanjari, Sina
;
Saldi, Naci
;
Yüksel, Serdar
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1254-1285
Persistent link: https://www.econbiz.de/10014329259
Saved in:
5
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
6
Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems
Hu, Mingshang
;
Ji, Shaolin
;
Xue, Xiaole
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1767-1790
Persistent link: https://www.econbiz.de/10014329362
Saved in:
7
Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu
;
Xu, Zuo Quan
;
Zhou, Rui
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
Saved in:
8
Optimal harvesting under marine reserves and uncertain environment
Gaïgi, M'hamed
;
Ly Vath, Vathana
;
Scotti, Simone
- In:
European journal of operational research : EJOR
301
(
2022
)
3
,
pp. 1181-1194
Persistent link: https://www.econbiz.de/10013267842
Saved in:
9
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
10
Infinite horizon stochastic impulse control with delay and random coefficients
Djehiche, Boualem
;
Hamadène, Said
;
Hdhiri, Ibtissem
; …
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 665-689
Persistent link: https://www.econbiz.de/10013364931
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