//--> //--> //--> //-->
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:"Manufacturing & service operations management : M & SOM"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"stochastic optimal control"
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
Option pricing theory
Portfolio selection
Theory
stochastic optimal control
Control theory
29
Kontrolltheorie
29
Stochastic process
16
Stochastischer Prozess
16
Theorie
16
Portfolio-Management
13
CAPM
5
Dynamic programming
4
Dynamische Optimierung
4
Mathematical programming
4
Mathematische Optimierung
4
Optionspreistheorie
4
Inventory model
3
Lagerhaltungsmodell
3
Transaction costs
3
Transaktionskosten
3
dynamic programming
3
Betriebliche Kreislaufwirtschaft
2
Experiment
2
Hamilton-Jacobi-Bellman equation
2
Incomplete market
2
Lagermanagement
2
Martingal
2
Martingale
2
Queueing theory
2
Reverse logistics
2
Securities trading
2
Unvollkommener Markt
2
Warehouse management
2
Warteschlangentheorie
2
Wertpapierhandel
2
stochastic control
2
stochastic methods
2
swing options
2
viscosity solutions
2
Airline
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Bender, Christian
2
Cadenillas, Abel
2
Dokučaev, Nikolaj G.
2
Muthuraman, Kumar
2
Runggaldier, Wolfgang J.
2
Benjaafar, Saif
1
Björk, Tomas
1
Chen, David
1
Choulli, Tahir
1
Dai, Min
1
Evstigneev, Igor V.
1
Federico, Salvatore
1
Fleming, Wendell Helms
1
Frei, Christoph
1
Gassiat, Paul
1
Gombani, Andrea
1
Gozzi, Fausto
1
Guneş, Evrim D.
1
Guéant, Olivier
1
Korn, Ralf
1
Kumar, Sunil
1
Kunduzcu, Derya
1
Kwok, Yue-Kuen
1
Lehalle, Charles-Albert
1
Li, Duan
1
Liang, Jianfeng
1
Liu, Weiliang
1
Murgoci, Agatha
1
Pemy, Moustapha
1
Pham, Huyên
1
Pirvu, Traian A.
1
Samperi, Dominick
1
Schürger, Klaus
1
Sheu, S. J.
1
Sulem, Agnès
1
Sun, Xu
1
Taksar, Michael I.
1
Tankov, Peter
1
Taskar, Michael
1
Wang, Rowan
1
more ...
less ...
Published in...
All
Manufacturing & service operations management : M & SOM
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
32
Insurance / Mathematics & economics
24
Finance and stochastics
15
International journal of theoretical and applied finance
15
CESifo working papers
14
Mathematical methods of operations research
13
Risks : open access journal
11
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
10
American journal of agricultural economics
9
European journal of operational research : EJOR
9
Journal of mathematical finance
9
Macroeconomic dynamics
9
Applied mathematical finance
8
CoFE discussion papers
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Mathematical control theory and finance
8
Scandinavian actuarial journal
8
Journal of economic theory
7
Lecture notes in economics and mathematical systems : LNEMS
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
Quantitative finance
7
Economics working paper series ...
6
International journal of productivity and quality management : IJPQM
6
Kiel working paper
6
Mathematics and financial economics
6
SSRI working paper
6
SpringerLink / Bücher
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
5
Diskussionsarbeit
5
Journal of risk and financial management : JRFM
5
Mathematics of operations research
5
Memorandum from Department of Economics, University of Oslo
5
Volkswirtschaftliche Diskussionsbeiträge
5
Working paper / National Bureau of Economic Research, Inc.
5
Bonn Econ Discussion Papers / BGSE
4
Discussion paper / Centre for Economic Policy Research
4
Dynamic systems, economic growth, and the environment
4
Finance research letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Energy-aware and delay-sensitive management of a drone delivery system
Liu, Weiliang
;
Sun, Xu
- In:
Manufacturing & service operations management : M & SOM
24
(
2022
)
3
,
pp. 1294-1310
Persistent link: https://www.econbiz.de/10013270734
Saved in:
2
Managing production-inventory systems with scarce resources
Benjaafar, Saif
;
Chen, David
;
Wang, Rowan
- In:
Manufacturing & service operations management : M & SOM
19
(
2017
)
2
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011684646
Saved in:
3
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
4
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
Saved in:
5
A modeling framework for control of preventive services
Örmeci, E. Lerzan
;
Guneş, Evrim D.
;
Kunduzcu, Derya
- In:
Manufacturing & service operations management : M & SOM
18
(
2016
)
2
,
pp. 227-244
Persistent link: https://www.econbiz.de/10011487144
Saved in:
6
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
7
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Saved in:
8
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Saved in:
9
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
10
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->