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~subject:"Control theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Stochastic control problem"
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Control theory
USA
Kontrolltheorie
1,058
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326
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326
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283
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283
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208
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stochastic optimal control
33
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Feichtinger, Gustav
16
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12
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11
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10
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10
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10
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8
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8
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7
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7
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7
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7
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6
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6
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6
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6
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6
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Sun, Peng
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5
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5
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4
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4
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4
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4
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International Conference on Optimization and Optimal Control <2001, T'ainan>
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Operations research letters
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American journal of agricultural economics
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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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Finance research letters
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ECONIS (ZBW)
1,058
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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
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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
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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
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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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