JOURNAL ARTICLE
Long Run Stochastic Control Problems with General Discounting
Year: 2024 Journal: Applied Mathematics & Optimization Vol: 89 (2) Publisher: Springer Science+Business Media
Keywords:
Mathematics Discounting Mathematical economics Stochastic control Econometrics Control (management) Applied mathematics Mathematical optimization Optimal control Economics Finance
Metrics
1
Cited By
0.96
FWCI (Field Weighted Citation Impact)
28
Refs
0.65
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Related Documents
BOOK-CHAPTER
Optimal Control Problems with Discounting
SpringerBriefs in optimization Year: 2014 Pages: 47-63
JOURNAL ARTICLE
Long-Run Impulse Control with Generalized Discounting
Journal: SIAM Journal on Control and Optimization Year: 2024 Vol: 62 (2)Pages: 853-876
DISSERTATION
General study of stochastic impulse control problems with random coefficients
Zaatra, HelmiSaddi, AdelHdhiri, Ibtissam
University: Tunisian Scientific and Technical Information Portal Year: 2021
BOOK-CHAPTER
Stochastic discounting
Mario V. WüthrichHans BühlmannHansjörg Furrer
EAA series Year: 2010 Pages: 9-42