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内部出版物
Wiley电子期刊(1)
SpringerLink电子期刊(12)
Elsevier电子期刊(11)
在“
Elsevier电子期刊
”中,
命中:
11
条,耗时:0.0119928 秒
在所有数据库中总计命中:
24
条
1.
Income drawdown option with minimum guarantee
作者:
Marina Di Giacinto
;
Salvatore Federico
;
Fausto
Gozzi
;
Elena Vigna
关键词:
Pension fund
;
Decumulation phase
;
Constrained portfolio
;
Stochastic optimal control
;
Dynamic programming
;
Hamilton&ndash
;
Jacobi&ndash
;
Bellman equation
刊名:European Journal of Operational Research
出版年:1 May, 2014
2.
Optimal investment models with vintage capital: Dynamic programming approach
作者:
Silvia Faggian
;
Fausto
Gozzi
关键词:
Optimal investment
;
Vintage capital
;
Age-structured systems
;
Optimal control
;
Dynamic programming
;
Hamilton–
;
Jacobi–
;
Bellman equations
;
Linear convex control
;
Boundary control
刊名:Journal of Mathematical Economics
出版年:2010
3.
Solving optimal growth models with vintage capital: The dynamic programming approach
作者:
Giorgio Fabbri
;
Fausto
Gozzi
关键词:
Endogenous growth
;
Vintage capital
;
AK model
;
Dynamic programming
刊名:Journal of Economic Theory
出版年:2008
4.
Optimal strategies in linear multisector models: Value function and optimality conditions
作者:
Giuseppe Freni
;
Fausto
Gozzi
;
Cristina Pignotti
关键词:
Endogenous growth
;
Multisector linear models
;
Optimal control with mixed constraints
;
Optimality conditions
;
Viscosity solutions
刊名:Journal of Mathematical Economics
出版年:2008
5.
Weak Dirichlet processes with a stochastic control perspective
作者:
Fausto
Gozzi
;
Francesco Russo
关键词:
Stochastic calculus via regularization
;
Weak Dirichlet processes
;
Stochastic optimal control
;
Cauchy problem for parabolic partial differential equations
刊名:Stochastic Processes and their Applications
出版年:2006
6.
Verification theorems for stochastic optimal control problems via a time dependent Fukushima–Dirichlet decomposition
作者:
Fausto
Gozzi
;
Francesco Russo
关键词:
Hamilton–
;
Jacobi–
;
Bellman (HJB) equations
;
Stochastic calculus via regularization
;
Fukushima–
;
Dirichlet decomposition
;
Stochastic optimal control
;
Verification theorems
刊名:Stochastic Processes and their Applications
出版年:2006
7.
Incentive compatibility constraints and dynamic programming in continuous time
作者:
Barucci
;
Emilio
;
Gozzi
;
Fausto
;
Swiech
;
Andrzej
关键词:
Optimal control
;
Incentive compatibility constraints
;
Value function
;
Dynamic programming
;
Second best Pareto optimum
;
C61
;
C73
;
E61
;
(AMS) 49-XX
;
49L25
;
90A16
刊名:Journal of Mathematical Economics
出版年:2000
8.
Hamilton–Jacobi–Bellman Equations for the Optimal Control of the Duncan–Mortensen–Zakai Equation
作者:
Gozzi
;
Fausto
;
Swiech
;
Andrzej
刊名:Journal of Functional Analysis
出版年:2000
9.
Investment in a vintage capital model
作者:
BARUCCI
;
EMILIO
;
GOZZI
;
FAUSTO
刊名:Research in Economics
出版年:1998
10.
Regular Solutions of Second-Order Stationary Hamilton–Jacobi Equations
作者:
Gozzi
;
Fausto
;
Rouy
;
Elisabeth
刊名:Journal of Differential Equations
出版年:1996
1
2
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作者(11)
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2010年(1)
2008年(2)
2006年(2)
2000年(2)
2000年及以前(4)
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