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Search: subject:"Optimal control problem"
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Subject
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Control theory
1,917
Kontrolltheorie
1,917
Theorie
542
Theory
541
Stochastic process
539
Stochastischer Prozess
539
Mathematical programming
374
Mathematische Optimierung
374
Portfolio selection
212
Portfolio-Management
212
Dynamic programming
157
Dynamische Optimierung
157
Optimal control
89
Spieltheorie
86
Game theory
83
optimal control
76
Markov chain
74
Markov-Kette
74
Kybernetik
73
Geldpolitik
72
Monetary policy
71
Robust statistics
71
Robustes Verfahren
71
Cybernetics
69
USA
69
United States
69
Option pricing theory
64
Optionspreistheorie
64
Mathematik
63
Mathematics
62
Risk
57
Risiko
56
Inventory model
52
Lagerhaltungsmodell
52
Decision under uncertainty
48
Entscheidung unter Unsicherheit
48
Stochastic control
47
Analysis
46
Mathematical analysis
46
Search theory
45
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Free
570
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480
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Article
1,092
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845
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965
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965
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381
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381
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370
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370
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105
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105
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54
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41
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22
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15
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15
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11
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9
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9
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7
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7
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5
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5
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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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3
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3
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2
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2
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1
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English
1,881
German
32
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19
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3
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2
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Stein, Jerome L.
44
Ferrari, Giorgio
33
Feichtinger, Gustav
29
Boucekkine, Raouf
27
Kort, Peter M.
23
Federico, Salvatore
21
Sethi, Suresh
20
Neck, Reinhard
19
Hudgins, David
18
Seierstad, Atle
18
Crowley, Patrick M.
17
Hartl, Richard F.
17
Gozzi, Fausto
15
Brock, William A.
14
Camacho, Carmen
14
Caulkins, Jonathan P.
14
Kohlmann, Michael
14
Bensoussan, Alain
13
Zou, Benteng
13
Grass, Dieter
12
Xepapadeas, Anastasios
12
Fürnkranz-Prskawetz, Alexia
11
Sethi, Suresh P.
11
Castelnuovo, Efrem
10
Fabbri, Giorgio
10
Tragler, Gernot
10
Tucci, Marco Paolo
10
Winkler, Ralph
10
Young, Virginia R.
10
Caputo, Michael R.
9
Chahim, Mohammed
9
Savin, Ivan
9
Semmler, Willi
9
Wrzaczek, Stefan
9
De Angelis, Tiziano
8
Farboodi, Maryam
8
Gonzalez, Fidel
8
Jarosch, Gregor
8
Kendrick, David A.
8
Leitemo, Kai
8
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Institution
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National Bureau of Economic Research
11
Social Systems Research Institute
5
Federal Reserve Bank of San Francisco
3
Bonn Graduate School of Economics
2
Universitetet i Oslo / Økonomisk institutt
2
Belgian French German Conference on Optimization <9, 1998, Namur>
1
Carnegie Rochester Conference on Public Policy <1976, 11, Pittsburgh, Pa.>
1
Centre for Actuarial Studies
1
Department of Applied Economics, Utah State University
1
EconWPA
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Finance Discipline Group, Business School
1
French German Spanish Conference on Optimization <12, 2004, Avignon>
1
Graduate School of International Relations, International University of Japan
1
Günter Mainz <Firma>
1
Institut für Angewandte Mathematik <Hamburg>
1
Institut für Theoretische Volkswirtschaftslehre <Hamburg>
1
International Conference on Dynamic Modelling and Control of National Economies <2, 1977, Wien>
1
International Conference on Optimization and Optimal Control <2001, T'ainan>
1
Internationale Förderung für Automatische Lenkung
1
Kingston Conference on Differential Games and Control Theory <3., 1978, Kingston, RI>
1
Konjunkturinstitutet <Stockholm>
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Symposium on Modeling and Control of Economic Systems <10, 2001, Klagenfurt>
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of Rhode Island
1
Universität Bremen
1
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Universität Konstanz / Fakultät für Wirtschaftswissenschaften und Statistik
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Universiṭat Bar-Ilan / Department of Economics
1
Viennese Conference on Optimal Control and Dynamic Games <14., 2018, Wien>
1
Viennese Workshop on Economic Applications of Control Theory <1, 1981, Wien>
1
Viennese Workshop on Economic Applications of Control Theory <2, 1984, Wien>
1
Viennese Workshop on Optimal Control Theory and Economic Analysis <3, 1987, Wien>
1
Workshop on Cooperative Control and Optimization <1, 2000, Gainesville, Fla.>
1
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Published in...
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Journal of economic dynamics & control
60
Insurance / Mathematics & economics
41
European journal of operational research : EJOR
39
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
32
Mathematics of operations research
28
Mathematical methods of operations research
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
CESifo working papers
22
Operations research
22
Computational economics
21
Finance and stochastics
21
International journal of theoretical and applied finance
21
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
13
International journal of production economics
12
Journal of mathematical finance
12
SpringerLink / Bücher
12
Working paper
12
Journal of economic theory
11
Mathematics and financial economics
11
NBER working paper series
11
Journal of mathematical economics
10
Macroeconomic dynamics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Scandinavian actuarial journal
10
Applied mathematical finance
9
Games
9
International journal of productivity and quality management : IJPQM
9
NBER Working Paper
9
Quantitative finance
9
CoFE discussion papers
8
Discussion paper / Center for Economic Research, Tilburg University
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
International game theory review
8
Lecture Notes in Economics and Mathematical Systems
8
Lecture notes in economics and mathematical systems : LNEMS
8
Mathematical control theory and finance
8
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Source
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ECONIS (ZBW)
1,918
RePEc
18
EconStor
1
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1
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10
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1,937
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1
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:
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
Optimal control of an infinite-dimensional problem with a state constraint arising in the spatial economic growth theory
Boucekkine, Raouf
;
Camacho, Carmen
;
Ruan, Weihua
-
2024
Persistent link: https://www.econbiz.de/10014575633
Saved in:
4
Pollution diffusion, limited production factors, non-monotonic growth and the emergence of spatially heterogeneous steady states
Camacho, Carmen
;
Cornet, Alexandre
;
Ruan, Weihua
-
2024
Persistent link: https://www.econbiz.de/10014532371
Saved in:
5
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:
6
Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities
Barbagallo, Annamaria
;
Pansera, Bruno Antonio
;
Ferrara, …
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014636789
Saved in:
7
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:
8
A crash course in differential games and applications
Zeeuw, Aart de
- In:
Environmental and resource economics
87
(
2024
)
6
,
pp. 1521-1544
Persistent link: https://www.econbiz.de/10015044914
Saved in:
9
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
-
2024
Persistent link: https://www.econbiz.de/10014529902
Saved in:
10
Quadratic optimal control of graphon Q-noise linear systems
Dunyak, Alex
;
Caines, Peter E.
-
2024
Persistent link: https://www.econbiz.de/10015073660
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