scientific article; zbMATH DE number 2107841

From MaRDI portal
Revision as of 02:52, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4821531

zbMath1088.90041MaRDI QIDQ4821531

Fwu-Ranq Chang

Publication date: 13 October 2004


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (33)

Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial TimeOptimal quality provision when reputation is subject to random inspectionsGrowth effects of annuities and government transfers in perpetual youth modelsDerivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applicationsDynamic voluntary provision of public goods with uncertainty: a stochastic differential game modelStochastic accumulation of human capital and welfare in the Uzawa-Lucas model: an analytical characterizationConsumption and portfolio decisions with uncertain lifetimesNonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systemsContinuous-time gradient-like descent algorithm for constrained convex unknown functions: penalty method applicationRobust generalized Merton-type financial portfolio models with generalized utilityCost-aware defense for parallel server systems against reliability and security failuresOn Shape Optimization with Stochastic LoadingsProduction technologies in stochastic continuous time modelsEfficiency of institutional spending and investment rulesOptimal consumption in a stochastic Ramsey model with Cobb-Douglas production functionShip-to-order supplies: contract breachability and the impact of a manufacturer-owned direct channelMonte-Carlo Galerkin approximation of fractional stochastic integro-differential equationQuintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equationsOptimal mortgage refinancing with regime switchesA Generalization of Geometric Brownian Motion with ApplicationsIndustrial digital transformation strategies based on differential gamesNumerical solution of dynamic equilibrium models under Poisson uncertaintyOptimal solutions in differential games with random durationStochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamicsAnalytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guideConvergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motionA stochastic differential game of capitalismConsumption with liquidity constraints: an analytical characterizationOPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSIONOn a closed-form solution to the stochastic Lucas-Uzawa modelNash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iterationConsumption and portfolio rules for time-inconsistent investorsDo time preferences matter in intertemporal consumption and portfolio decisions?




This page was built for publication: