//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optimal control problem"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Control theory
66
Kontrolltheorie
66
Stochastic process
36
Portfolio selection
21
Portfolio-Management
21
Mathematical programming
19
Mathematische Optimierung
19
Theorie
16
Theory
16
Dynamic programming
12
Dynamische Optimierung
12
optimal control
10
Production control
8
stochastic control
8
stochastic optimal control
8
Inventory model
7
Lagerhaltungsmodell
7
Markov chain
7
Markov-Kette
7
Produktionssteuerung
7
Reinsurance
7
Rückversicherung
7
Dividend
6
Dividende
6
Simulation
6
Stochastic optimal control
6
dynamic programming
6
CAPM
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Decision
4
Entscheidung
4
Option pricing theory
4
Optionspreistheorie
4
Production planning
4
Produktionsplanung
4
Risikomanagement
4
Risk management
4
Robust statistics
4
more ...
less ...
Online availability
All
Undetermined
18
Free
2
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
36
Language
All
English
36
Author
All
Gharbi, Ali
3
Bender, Christian
2
Cadenillas, Abel
2
Dokučaev, Nikolaj G.
2
Hajji, Adnène
2
Han, Xia
2
Hlioui, Rached
2
Liang, Zhibin
2
Runggaldier, Wolfgang J.
2
Assid, M.
1
Birge, John R.
1
Björk, Tomas
1
Bäuerle, Nicole
1
Choulli, Tahir
1
Dai, Min
1
Dimitrakopoulos, Roussos
1
Federico, Salvatore
1
Ferragut, Andres
1
Francie, Kouedeu Annie
1
Frei, Christoph
1
Gassiat, Paul
1
Gharbi, A.
1
Gombani, Andrea
1
Gozzi, Fausto
1
Grandits, Peter
1
Guéant, Olivier
1
Hajji, A.
1
Helm, Jonathan E.
1
Jean-Pierre, Kenne
1
Kaddachi, Rawia
1
Kenné, Jean-Pierre
1
Keppo, Jussi
1
Kizilkale, Arman C.
1
Klein, Maike
1
Kumar, Sunil
1
Kwok, Yue-Kuen
1
Lavieri, Mariel S.
1
Lehalle, Charles-Albert
1
Leimcke, Gregor
1
Li, Duan
1
more ...
less ...
Published in...
All
International journal of production economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Operations research
Scandinavian actuarial journal
Insurance / Mathematics & economics
31
Mathematics of operations research
19
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
15
Finance and stochastics
13
Risks : open access journal
13
Mathematical methods of operations research
11
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Computational economics
8
Mathematics and financial economics
8
Dynamic games and applications : DGA
7
Operations research letters
7
Applied mathematical finance
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
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
Games
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
Mathematical methods of operations research : ZOR
2
Risk and decision analysis
2
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
New venture creation : a drift-variance diffusion control model
Wang, Zhengli
;
Zenios, Stefanos
- In:
Operations research
70
(
2022
)
5
,
pp. 2982-2997
Persistent link: https://www.econbiz.de/10014307155
Saved in:
8
Dynamic optimal control and simulation for unreliable manufacturing systems under perishable product and shelf life variability
Gharbi, Ali
;
Kenné, Jean-Pierre
;
Kaddachi, Rawia
- In:
International journal of production economics
247
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013337659
Saved in:
9
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
Saved in:
10
Production control of failure-prone manufacturing-remanufacturing systems using mixed dedicated and shared facilities
Assid, M.
;
Gharbi, A.
;
Hajji, A.
- In:
International journal of production economics
224
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012233493
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->