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~isPartOf:"Mathematical methods of operations research"
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Mathematical methods of operations research
Journal of economic dynamics & control
60
Insurance / Mathematics & economics
41
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32
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International game theory review
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ECONIS (ZBW)
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1
Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao
- In:
Mathematical methods of operations research
89
(
2019
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
Saved in:
2
Optimal price management in retail energy markets : an impulse control problem with asymptotic estimates
Basei, Matteo
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 355-383
Persistent link: https://www.econbiz.de/10012035489
Saved in:
3
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
4
Optimal control of electricity input given an uncertain demand
Göttlich, Simone
;
Korn, Ralf
;
Lux, Kerstin
- In:
Mathematical methods of operations research
90
(
2019
)
3
,
pp. 301-328
Persistent link: https://www.econbiz.de/10012153862
Saved in:
5
An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
Saved in:
6
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications
Menoukeu-Pamen, Olivier
;
Momeya, Romuald Hervé
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 349-388
Persistent link: https://www.econbiz.de/10011714509
Saved in:
7
Optimal double control problem for a PDE model of goodwill dynamics
Górajski, Mariusz
;
Machowska, Dominika
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 425-452
Persistent link: https://www.econbiz.de/10011714514
Saved in:
8
Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra
;
Ku, Hyejin
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
Saved in:
9
Regular finite fuel stochastic control problems with exit time
Rochlin, Dmitri B.
;
Mironenko, Georgii
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10011673445
Saved in:
10
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely
;
Hambly, Ben M.
;
Witte, Jan Hendrik
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
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