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Search: subject:"Viscosity"
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viscosity solutions
52
Viscosity solution
44
viscosity solution
43
Theorie
40
Theory
39
Viscosity
38
Stochastic process
36
Stochastischer Prozess
36
Viscosity solutions
30
Portfolio selection
28
Portfolio-Management
26
Mathematical programming
23
Mathematische Optimierung
23
Control theory
22
Kontrolltheorie
22
Viscosity Solutions
19
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Lévy Processes
16
Risk Sensitive Control
16
Stochastic Control
16
Transaction costs
16
Game theory
15
Spieltheorie
15
viscosity
13
Biodiesel
12
Dynamic programming
12
Hamilton-Jacobi-Bellman equation
12
Investment
10
Markov chain
10
Markov-Kette
10
stochastic control
10
Dividend
8
Dividende
8
Dynamische Optimierung
8
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Undetermined
213
Free
67
Type of publication
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Article
247
Book / Working Paper
69
Other
5
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Article in journal
75
Aufsatz in Zeitschrift
75
Working Paper
30
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Article
2
Aufsatz im Buch
1
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1
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Undetermined
197
English
124
Author
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Federico, Salvatore
17
Lleo, Sébastien
17
Davis, Mark H. A.
16
Ferrari, Giorgio
13
Touzi, Nizar
12
Bouchard, Bruno
11
Gozzi, Fausto
8
Warin, Xavier
8
Nendel, Max
6
Pierre, Erwan
6
Röckner, Michael
6
Villeneuve, Stéphane
6
Buckdahn, Rainer
5
Schuhmann, Patrick
5
Soner, Halil Mete
5
Zariphopoulou, Thaleia
5
Azcue, Pablo
4
Bentahar, Imen
4
Mnif, Mohamed
4
Muhle-Karbe, Johannes
4
Muler, Nora
4
Quincampoix, Marc
4
Shibata, Hiroshi
4
Tourin, Agnès
4
Bagagiolo, Fabio
3
Ben Tahar, Imen
3
Cardaliaguet, Pierre
3
Chevalier, Etienne
3
Gassiat, Paul
3
Guéant, Olivier
3
Keller, Godfrey
3
Li, Juan
3
Ly Vath, Vathana
3
Pham, Huyên
3
Rady, Sven
3
Soner, H. Mete
3
Torrente, Maria-Laura
3
Abkar, Ali
2
Aivaliotis, Georgios
2
Alghalith, Moawia
2
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Institution
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Université Paris-Dauphine (Paris IX)
15
HAL
3
Université Paris-Dauphine
3
EconWPA
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics, University of Connecticut
1
Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
London School of Economics (LSE)
1
Toulouse School of Economics (TSE)
1
UNIVERSIDAD DEL ROSARIO
1
World Scientific Publishing Co. Pte. Ltd.
1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
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Published in...
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Physica A: Statistical Mechanics and its Applications
40
Finance and Stochastics
17
Economics Papers from University Paris Dauphine
15
Risk-Sensitive Investment Management
15
Renewable Energy
14
Stochastic Processes and their Applications
11
Applied Energy
8
Center for Mathematical Economics Working Papers
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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
Open Access publications from Université Paris-Dauphine
3
Applied Mathematical Finance
2
CoFE Discussion Paper
2
Computational Optimization and Applications
2
Discussion paper series
2
Dynamic Games and Applications
2
Economic theory
2
IDEI working papers
2
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
International Journal of Game Theory
2
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Source
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RePEc
205
ECONIS (ZBW)
95
EconStor
14
BASE
5
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
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2024
-horizon. By combining properties of semiconcave functions and techniques from
viscosity
theory, we first show that the value … function of the problem V is a C1,Lip(H)-
viscosity
solution to the corresponding dynamic programming equation, which here takes … techniques from convex analysis and
viscosity
theory. …
Persistent link: https://www.econbiz.de/10014547458
Saved in:
4
Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces
Federico, Salvatore
;
Ferrari, Giorgio
;
Riedel, Frank
; …
-
2024
-horizon. By combining properties of semiconcave functions and techniques from
viscosity
theory, we first show that the value … function of the problem V is a C1,Lip(H) -
viscosity
solution to the corresponding dynamic programming equation, which here … techniques from convex analysis and
viscosity
theory. …
Persistent link: https://www.econbiz.de/10014563912
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
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:
7
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:
8
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:
9
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:
10
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
Goldys, Ben
;
Nendel, Max
;
Röckner, Michael
-
2022
convex, we prove that (Pt)t≥0 gives rise to
viscosity
solutions to the Cauchy problem of its associated (non linear …
Persistent link: https://www.econbiz.de/10014304791
Saved in:
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