The following pages link to (Q4821531):
Displaying 33 items.
- Ship-to-order supplies: contract breachability and the impact of a manufacturer-owned direct channel (Q439464) (← links)
- Stochastic technology shocks in an extended Uzawa-Lucas model: closed-form solution and long-run dynamics (Q539465) (← links)
- Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158) (← links)
- Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model (Q604676) (← links)
- Production technologies in stochastic continuous time models (Q631259) (← links)
- On a closed-form solution to the stochastic Lucas-Uzawa model (Q741563) (← links)
- Optimal mortgage refinancing with regime switches (Q945043) (← links)
- A stochastic differential game of capitalism (Q990293) (← links)
- Consumption and portfolio rules for time-inconsistent investors (Q1038346) (← links)
- Optimal quality provision when reputation is subject to random inspections (Q1667175) (← links)
- Consumption with liquidity constraints: an analytical characterization (Q1787576) (← links)
- Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function (Q1950016) (← links)
- Monte-Carlo Galerkin approximation of fractional stochastic integro-differential equation (Q1955098) (← links)
- Numerical solution of dynamic equilibrium models under Poisson uncertainty (Q1994185) (← links)
- Do time preferences matter in intertemporal consumption and portfolio decisions? (Q2099002) (← links)
- Consumption and portfolio decisions with uncertain lifetimes (Q2190067) (← links)
- Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (Q2222058) (← links)
- Industrial digital transformation strategies based on differential games (Q2247335) (← links)
- Optimal solutions in differential games with random duration (Q2255649) (← links)
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
- Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865) (← links)
- Growth effects of annuities and government transfers in perpetual youth models (Q2402810) (← links)
- Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735) (← links)
- Stochastic accumulation of human capital and welfare in the Uzawa-Lucas model: an analytical characterization (Q2414727) (← links)
- Continuous-time gradient-like descent algorithm for constrained convex unknown functions: penalty method application (Q2423608) (← links)
- On Shape Optimization with Stochastic Loadings (Q2961065) (← links)
- A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
- OPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSION (Q3616608) (← links)
- Dynamic Programming Equations for the Game-Theoretical Problem with Random Initial Time (Q5054475) (← links)
- Efficiency of institutional spending and investment rules (Q5117681) (← links)
- Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems (Q6085248) (← links)
- Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775) (← links)
- Cost-aware defense for parallel server systems against reliability and security failures (Q6152586) (← links)