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~subject:"Dynamic programming"
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Dynamic programming
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of economic theory
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INFORMS journal on computing : JOC
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Journal of scheduling
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NBER working paper series
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OR spectrum : quantitative approaches in management
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Operational research : an international journal
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Journal of revenue and pricing management
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American journal of agricultural economics
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Economic modelling
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Journal of the Operational Research Society : OR
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Production and operations management : an international journal of the Production and Operations Management Society
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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EconStor
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1
Two problems in financial engineering
Chen, Nan
-
2006
Persistent link: https://www.econbiz.de/10003965291
Saved in:
2
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
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3
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
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4
A modified Markowitz multi-period dynamic portfolio selection model based on the LDIW-PSO
Shao, Shuai
;
Yang, Li-qun
;
Zhang, Yuan-biao
;
Meng, Zhi-hui
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 90-98
Persistent link: https://www.econbiz.de/10011427780
Saved in:
5
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
6
Liquidity in a binomial market
Gökay, Selim
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 250-276
Persistent link: https://www.econbiz.de/10009613203
Saved in:
7
An intertemporal capital asset pricing model under imcomplete information
Bellalah, Mondher
;
Wu, Zhen
- In:
International journal of business
14
(
2009
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003828671
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8
Solving stochastic money-in-the-utility-function models
Nesmith, Travis D.
-
2005
Persistent link: https://www.econbiz.de/10003223301
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9
Necessity of transversality conditions for infinite horizon problems
Kamihigashi, Takashi
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 995-1012
Persistent link: https://www.econbiz.de/10001594728
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10
Is there a curse of dimensionality for contraction fixed points in the worst case?
Rust, John
;
Traub, J. F.
;
Woźniakowski, H.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10001648108
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