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Search: subject:"Continuous Time"
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Theorie
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
Markov chain
66
Markov-Kette
65
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63
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54
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50
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41
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38
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36
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34
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25
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24
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19
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18
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18
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17
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Continuous Time
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continuous-time
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Nuño, Galo
7
Wälde, Klaus
7
Posch, Olaf
6
Ebina, Takeshi
4
Fernández-Villaverde, Jesús
4
Hurtado, Samuel
4
Riedel, Frank
4
Zhang, Yi
4
Bambi, Mauro
3
Bayer, Christian
3
Benth, Fred Espen
3
Chambers, Marcus J.
3
Maggi, Bernardo
3
Matsushima, Noriaki
3
Steinrücke, Martin
3
Thomas, Carlos
3
Thornton, Michael A.
3
Albrecht, Wolfgang
2
Collin-Dufresne, Pierre
2
Dixon, Huw
2
Epstein, Larry G.
2
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2
Flaschel, Peter
2
Fos, Vyacheslav
2
Franke, Reiner
2
Guo, Xianping
2
Guo, Xin
2
Hayo, Bernd
2
Herzberg, Frederik
2
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2
Ivanov, Dmitry
2
Jevtić, Petar
2
Laraki, Rida
2
Lefevre, Claude
2
Lombardi, Marco
2
Lux, Thomas
2
Ma, Guiyuan
2
Miao, Jianjun
2
Niehof, Britta
2
Park, Joon Y.
2
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Christian-Albrechts-Universität zu Kiel
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1
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European journal of operational research : EJOR
9
Insurance / Mathematics & economics
7
Journal of econometrics
6
Journal of economic dynamics & control
6
CESifo Working Paper
5
CESifo working papers
5
Computers & operations research : and their applications to problems of world concern ; an international journal
5
International journal of production research
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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3
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3
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3
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3
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2
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2
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2
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2
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2
Dresden Discussion Paper Series in Economics
2
Dynamic games and applications : DGA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of financial economics
2
Omega : the international journal of management science
2
Operational research : an international journal
2
Quantitative finance and economics
2
Risks : open access journal
2
SFB 649 Discussion Paper
2
Annals of economics and statistics
1
Applied economics letters
1
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ECONIS (ZBW)
195
EconStor
20
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31
Portfolio diversification and model uncertainty : a robust dynamic mean-variance approach
Pham, Huyên
;
Wei, Xiaoli
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 349-404
Persistent link: https://www.econbiz.de/10012815967
Saved in:
32
A
continuous-time
formulation for optimal task scheduling and quality-of-service assurance in nanosatellites
Camponogara, Eduardo
;
Seman, Laio Oriel
;
Rigo, Cezar …
- In:
Computers & operations research : and their …
147
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013415880
Saved in:
33
A novel two-phase decomposition-based algorithm to solve MINLP pipeline scheduling problem
Asl, Neda Beheshti
;
MirHassani, S. A.
;
Relvas, S.
; …
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 4829-4863
Persistent link: https://www.econbiz.de/10013445589
Saved in:
34
Risk-sensitive discounted cost criterion for
continuous-time
Markov decision processes on a general state space
Golui, Subrata
;
Pal, Chandan
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10013454870
Saved in:
35
Ambiguity in dynamic contracts
Szydlowski, Martin
;
Yoon, Ji Hee
- In:
Journal of economic theory
199
(
2022
),
pp. 1-54
Persistent link: https://www.econbiz.de/10013193379
Saved in:
36
Optimizing the first response to sepsis : an electronic health record-based Markov decision process model
Rosenstrom, Erik
;
Meshkinfam, Sareh
;
Ivy, Julie Simmons
; …
- In:
Decision analysis : a journal of the Institute for …
19
(
2022
)
4
,
pp. 265-296
Persistent link: https://www.econbiz.de/10014294913
Saved in:
37
On reliability analysis of a load-sharing k-out-of-n : G system with interacting Markov subsystems
Wu, Bei
;
Cui, Lirong
- In:
International journal of production research
60
(
2022
)
7
,
pp. 2331-2345
Persistent link: https://www.econbiz.de/10013375336
Saved in:
38
Sufficiency of Markov policies for
continuous-time
jump Markov decision processes
Feinberg, Eugene A.
;
Mandava, Manasa
;
Širjaev, Alʹbert N.
- In:
Mathematics of operations research
47
(
2022
)
2
,
pp. 1266-1286
Persistent link: https://www.econbiz.de/10013365293
Saved in:
39
Incentives, project choice, and dynamic multitasking
Szydlowski, Martin
- In:
Theoretical economics : TE ; an open access journal in …
14
(
2019
)
3
,
pp. 813-847
I study the optimal choice of projects in a
continuous-time
moral hazard model with multitasking. I characterize the …
Persistent link: https://www.econbiz.de/10012104572
Saved in:
40
Financial frictions and the wealth distribution
Fernández-Villaverde, Jesús
;
Hurtado, Samuel
;
Nuño, Galo
-
2019
Persistent link: https://www.econbiz.de/10012182769
Saved in:
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