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~subject:"Control theory"
~subject:"Simulation"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Stochastic control problem"
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Control theory
Simulation
USA
Kontrolltheorie
953
Stochastic process
311
Stochastischer Prozess
311
Theorie
218
Theory
218
Mathematical programming
195
Mathematische Optimierung
195
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162
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162
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101
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101
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77
optimal control
59
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55
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55
stochastic control
43
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41
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41
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41
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39
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39
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39
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39
Option pricing theory
38
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38
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38
Stochastic optimal control
38
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37
stochastic optimal control
33
United States
27
Analysis
26
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26
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26
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26
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26
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26
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949
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4
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953
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380
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369
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369
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105
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54
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Feichtinger, Gustav
15
Kort, Peter M.
13
Federico, Salvatore
12
Boucekkine, Raouf
10
Caulkins, Jonathan P.
10
Gozzi, Fausto
10
Hartl, Richard F.
10
Young, Virginia R.
10
Ferrari, Giorgio
7
Hudgins, David
7
Seidl, Andrea
7
Stein, Jerome L.
7
Caputo, Michael R.
6
Crowley, Patrick M.
6
Grass, Dieter
6
Guéant, Olivier
6
Runggaldier, Wolfgang J.
6
Sun, Peng
6
Akan, Mustafa
5
Bayraktar, Erhan
5
Brock, William A.
5
Forsyth, Peter A.
5
Fürnkranz-Prskawetz, Alexia
5
Gharbi, Ali
5
Steffensen, Mogens
5
Xepapadeas, Anastasios
5
Bensoussan, Alain
4
Cadenillas, Abel
4
Caliendo, Frank
4
Di Giacinto, Marina
4
Dokučaev, Nikolaj G.
4
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4
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4
Kasa, Kenneth
4
Korn, Ralf
4
Lehalle, Charles-Albert
4
Leung, Tim
4
Liang, Xiaoqing
4
Liang, Zongxia
4
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4
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International Conference on Optimization and Optimal Control <2001, T'ainan>
1
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Journal of economic dynamics & control
59
Insurance / Mathematics & economics
41
European journal of operational research : EJOR
39
Mathematics of operations research
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Mathematical methods of operations research
23
Operations research
22
Finance and stochastics
21
International journal of theoretical and applied finance
21
Computational economics
20
International journal of production research
19
Operations research letters
19
Dynamic games and applications : DGA
14
Risks : open access journal
14
American journal of agricultural economics
12
International journal of production economics
12
Journal of mathematical finance
12
Journal of economic theory
11
Macroeconomic dynamics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematics and financial economics
10
Applied mathematical finance
9
Games
9
International journal of productivity and quality management : IJPQM
9
Journal of mathematical economics
9
Scandinavian actuarial journal
9
International game theory review
8
Quantitative finance
8
Economic modelling
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of banking & finance
7
Journal of economic behavior & organization : JEBO
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
6
Computational optimization and applications : an international journal
6
Finance research letters
6
Journal of risk and financial management : JRFM
6
Manufacturing & service operations management : M & SOM
6
Mathematical methods of operations research : ZOR
6
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5
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ECONIS (ZBW)
953
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953
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1
Advances in applied optimal control and combinatorial optimization : special isssue in honor of Richard F. Hartl
Dawid, Herbert
;
Doerner, Karl Franz
;
Feichtinger, Gustav
; …
- In:
Central European journal of operations research
32
(
2024
)
2
,
pp. 177-182
Persistent link: https://www.econbiz.de/10014537290
Saved in:
2
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
3
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:
4
A simple planning problem for COVID-19 lockdown : a dynamic programming approach
Calvia, Alessandro
;
Gozzi, Fausto
;
Lippi, Francesco
; …
- In:
Economic theory
77
(
2024
)
1/2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10014552687
Saved in:
5
The generalized cash balance problem : optimization-based one step ahead optimal control
Bhaya, Amit
;
Kaszkurewicz, Eugenius
- In:
International transactions in operational research : a …
30
(
2023
)
6
,
pp. 3993-4025
Persistent link: https://www.econbiz.de/10014328118
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6
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
7
Asymmetric adjustment of control
Van Pelt, Victor
- In:
Contemporary accounting research : the journal of the …
40
(
2023
)
4
,
pp. 2203-2225
Persistent link: https://www.econbiz.de/10014442830
Saved in:
8
Recycled and non-recycled exhaustible resource : an optimal control strategy for input allocation
Bertarelli, Silvia
;
Lodi, Chiara
;
Ragni, Stefania
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 681-711
Persistent link: https://www.econbiz.de/10014443762
Saved in:
9
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
10
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
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