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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Theory"
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Search: subject_exact:"Optimal control problem"
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Theory
Control theory
62
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Cadenillas, Abel
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematical methods of operations research
NBER Working Paper
Working papers series / Federal Reserve Bank of San Francisco
Journal of economic dynamics & control
27
CESifo working papers
10
American journal of agricultural economics
9
Macroeconomic dynamics
9
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Mathematical control theory and finance
8
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Natural resource modeling : the official journal of the Resource Modeling Association
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
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Memorandum from Department of Economics, University of Oslo
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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1
Learning, expectations formation, and the pitfalls of optimal control monetary policy
Orphanides, Athanasios
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003722399
Saved in:
2
Methods for robust control
Dennis, Richard J.
(
contributor
);
Leitemo, Kai
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003416415
Saved in:
3
Robust monetary policy with competing reference models
Levin, Andrew T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867970
Saved in:
4
Maximizing the growth rate under risk constraints
Pirvu, Traian A.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003882789
Saved in:
5
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
6
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
7
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
8
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
Saved in:
9
Dynamic mean-variance problem with constrained risk control for the insurers
Bai, Lihua
;
Zhang, Huayue
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10003748393
Saved in:
10
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
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