Similar Search Results

Numerical algorithms for deterministic impuls control models with applications

Grass, D.; Chahim, M. - 2012

Persistent link: https://www.econbiz.de/10009663613

An impulse control approach to dike height optimization

Chahim, M.; Brekelmans, Ruud; Hertog, Dirk den; Kort, … - 2012 - Rev.

Persistent link: https://www.econbiz.de/10009630354

Robust stochastic lot-sizing by means of histograms

Klabjan, Diego; Simchi-Levi, David; Song, Miao - In: Production and operations management : an international … 22 (2013) 3, pp. 691-710

Persistent link: https://www.econbiz.de/10009760418

Income drawdown option with minimum guarantee

Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 610-624

Persistent link: https://www.econbiz.de/10010360497

Optimal dividends and ALM under unhedgeable risk

Pelsser, Antoon André Jean; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 515-523

Persistent link: https://www.econbiz.de/10010227973

Optimal risk control under marked point processes shocks : a dynamic programming duality approach

Mnif, Mohamed - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-45

Persistent link: https://www.econbiz.de/10010233243

Optimal structural results for assemble-to-order generalized M-systems

Nadar, Emre; Akan, Mustafa; Scheller-Wolf, Alan - In: Operations research 62 (2014) 3, pp. 571-579

Persistent link: https://www.econbiz.de/10010381850

Performance analysis of linear and nonlinear techniques for automatic scaling of discretized control problems

Sagliano, Marco - In: Operations research letters 42 (2014) 3, pp. 213-216

Persistent link: https://www.econbiz.de/10010383188

Game theory applications to guarantee optimization in dynamical systems with control delays

Gomoyunov, Mikhail; Kornev, Dmitri; Lukoyanov, Nikolai - In: International game theory review 16 (2014) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10010385613

Optimal deterministic investment strategies for insurers

Bäuerle, Nicole; Rieder, Ulrich - In: Risks : open access journal 1 (2013) 3, pp. 101-118

We consider an insurance company whose risk reserve is given by a Brownian motion with drift and which is able to invest the money into a Black–Scholes financial market. As optimization criteria, we treat mean-variance problems, problems with other risk measures, exponential utility and the...

Persistent link: https://www.econbiz.de/10010199019