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Search: subject:"Viscosity"
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Viscosity solution
40
Viscosity
38
Stochastic process
32
Stochastischer Prozess
32
Theorie
29
Theory
29
Viscosity solutions
29
viscosity solutions
29
Portfolio selection
25
Portfolio-Management
23
Mathematical programming
22
Mathematische Optimierung
22
Control theory
19
Kontrolltheorie
19
Asset and Liability Management
15
Benchmarked Asset Management
15
Classical Solutions
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Dynamic Investment Management
15
Hamilton–Jacobi–Bellman Equations
15
Jump Diffusion Processes
15
Kelly Criterion
15
Lévy Processes
15
Risk Sensitive Control
15
Stochastic Control
15
Viscosity Solutions
15
viscosity solution
15
Biodiesel
12
Dynamic programming
12
Game theory
12
Hamilton-Jacobi-Bellman equation
12
Spieltheorie
12
Transaction costs
12
viscosity
12
stochastic control
10
Dynamische Optimierung
8
Hamilton–Jacobi–Bellman equation
8
Transaktionskosten
7
Dynamic programming principle
6
Value function
6
Backward stochastic differential equations
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Undetermined
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Free
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Davis, Mark H. A.
16
Lleo, Sébastien
16
Federico, Salvatore
8
Gozzi, Fausto
7
Touzi, Nizar
5
Azcue, Pablo
4
Buckdahn, Rainer
4
Muler, Nora
4
Shibata, Hiroshi
4
Soner, Halil Mete
4
Bagagiolo, Fabio
3
Chevalier, Etienne
3
Gassiat, Paul
3
Guéant, Olivier
3
Li, Juan
3
Ly Vath, Vathana
3
Mnif, Mohamed
3
Muhle-Karbe, Johannes
3
Quincampoix, Marc
3
Zariphopoulou, Thaleia
3
Abkar, Ali
2
Aivaliotis, Georgios
2
Alghalith, Moawia
2
Andrzej ŚwiechRID="*"ID="*" Andrzej
2
Astic, Fabian
2
Bai, Lihua
2
Bauso, Dario
2
Bayraktar, Erhan
2
Benth, Fred Espen
2
Campi, Luciano
2
Cordoni, Francesco Giuseppe
2
DMS-9706760, ch was partially supported by NSF grant
2
Di Persio, Luca
2
El Asri, Brahim
2
Escudé, Matteo
2
Eslamian, Mohammad
2
Ferrari, Giorgio
2
Gatarek, Dariusz
2
Granek, R.
2
Guan, Huiqi
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Physica A: Statistical Mechanics and its Applications
40
Finance and Stochastics
17
Risk-Sensitive Investment Management
15
Renewable Energy
14
Stochastic Processes and their Applications
11
Applied Energy
8
Dynamic games and applications : DGA
7
Finance and stochastics
7
Computational Statistics
6
Mathematical Methods of Operations Research
6
Mathematics and financial economics
6
International journal of theoretical and applied finance
5
The European Physical Journal B - Condensed Matter and Complex Systems
5
Energies
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of Global Optimization
4
Mathematical methods of operations research
4
Mathematics and Computers in Simulation (MATCOM)
4
Mathematics of operations research
4
Renewable and Sustainable Energy Reviews
4
Technology audit and production reserves
4
Applied mathematical finance
3
Energy
3
European Journal of Operational Research
3
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied Mathematical Finance
2
Computational Optimization and Applications
2
Dynamic Games and Applications
2
Economic theory
2
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
International Journal of Game Theory
2
International journal of game theory : official journal of the Game Theory Society
2
Journal of mathematical economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Risks : open access journal
2
Surface Review and Letters (SRL)
2
Annals of finance
1
Constitutional Political Economy
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RePEc
167
ECONIS (ZBW)
76
EconStor
2
Other ZBW resources
2
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1
Optimization of heat-moisture treatment on potato starch and study on its physicochemical properties
Deng, Chunli
;
Melnyk, Oksana
;
Luo, Yanghe
- In:
Technology audit and production reserves
3
(
2022
)
3/65
,
pp. 43-49
Persistent link: https://www.econbiz.de/10013326637
Saved in:
2
Design of the intensification method with the help of FracCADE software
Rubel, Victoriia
;
Pshyk, Vadym
- In:
Technology audit and production reserves
2
(
2024
)
1/76
,
pp. 42-50
Persistent link: https://www.econbiz.de/10014548049
Saved in:
3
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:
4
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg
;
Azcue, Pablo
;
Muler, Nora
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
Saved in:
5
Algorithmic market making in dealer markets with hedging and market impact
Barzykin, Alexander
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Mathematical finance : an international journal of …
33
(
2023
)
1
,
pp. 41-79
Persistent link: https://www.econbiz.de/10014278660
Saved in:
6
Slow persuasion
Escudé, Matteo
;
Sinander, Ludvig
- In:
Theoretical economics : TE ; an open access journal in …
18
(
2023
)
1
,
pp. 129-162
decision maker takes an action in each period. Using a novel “
viscosity
” dynamic programming principle, we characterize the …
Persistent link: https://www.econbiz.de/10014245397
Saved in:
7
Slow persuasion
Escudé, Matteo
;
Sinander, Ludvig
- In:
Theoretical Economics
18
(
2023
)
1
,
pp. 129-162
decision-maker takes an action in each period. Using a novel `
viscosity
' dynamic programming principle, we characterise the …
Persistent link: https://www.econbiz.de/10014536988
Saved in:
8
Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches
Strietzel, Philipp Lukas
;
Heinrich, Henriette Elisabeth
- In:
Risks : open access journal
10
(
2022
)
6
,
pp. 1-23
viscosity
solution of said HJB equation, satisfying certain growth conditions. Under some additional assumptions, we show that …
Persistent link: https://www.econbiz.de/10013363123
Saved in:
9
Viscosity
solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-wen
;
Wong, Tak Kwong
- In:
Finance research letters
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
Saved in:
10
Optimal vaccination in a SIRS epidemic model
Federico, Salvatore
;
Ferrari, Giorgio
;
Torrente, Maria-Laura
- In:
Economic theory
77
(
2024
)
1/2
,
pp. 49-74
Persistent link: https://www.econbiz.de/10014552677
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