Doraszelski, Ulrich Innovations, improvements, and the optimal adoption of new technologies. (English) Zbl 1200.91155 J. Econ. Dyn. Control 28, No. 7, 1461-1480 (2004). MSC: 91B38 × Cite Format Result Cite Review PDF Full Text: DOI
Dangl, Thomas; Wirl, Franz Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically. (English) Zbl 1200.91277 J. Econ. Dyn. Control 28, No. 7, 1437-1460 (2004). MSC: 91G10 49L25 91B06 × Cite Format Result Cite Review PDF Full Text: DOI
Krueger, Dirk; Kubler, Felix Computing equilibrium in OLG models with stochastic production. (English) Zbl 1200.91174 J. Econ. Dyn. Control 28, No. 7, 1411-1436 (2004). MSC: 91B50 90C33 × Cite Format Result Cite Review PDF Full Text: DOI
Rasmussen, Tobias N.; Rutherford, Thomas F. Modeling overlapping generations in a complementarity format. (English) Zbl 1200.91175 J. Econ. Dyn. Control 28, No. 7, 1383-1409 (2004). MSC: 91B50 90C33 × Cite Format Result Cite Review PDF Full Text: DOI
Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, Alexander Shortfall as a risk measure: properties, optimization and applications. (English) Zbl 1200.91133 J. Econ. Dyn. Control 28, No. 7, 1353-1381 (2004). MSC: 91B30 60E15 90C15 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
De Athayde, Gustavo M.; Flôres, Renato G. jun. Finding a maximum skewness portfolio – a general solution to three-moments portfolio choice. (English) Zbl 1200.91278 J. Econ. Dyn. Control 28, No. 7, 1335-1352 (2004). MSC: 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Yiu, K. F. C. Optimal portfolios under a value-at-risk constraint. (English) Zbl 1200.91286 J. Econ. Dyn. Control 28, No. 7, 1317-1334 (2004). MSC: 91G10 49L20 91B30 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben Simulation and optimization approaches to scenario tree generation. (English) Zbl 1200.91280 J. Econ. Dyn. Control 28, No. 7, 1291-1315 (2004). MSC: 91G10 90C90 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Nielsen, Søren S.; Poulsen, Rolf A two-factor, stochastic programming model of Danish mortgage-backed securities. (English) Zbl 1200.91293 J. Econ. Dyn. Control 28, No. 7, 1267-1289 (2004). MSC: 91G20 90C15 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Rincón-Zapatero, J. P. Characterization of Markovian equilibria in a class of differential games. (English) Zbl 1200.91038 J. Econ. Dyn. Control 28, No. 7, 1243-1266 (2004). MSC: 91A23 35Q91 91B76 × Cite Format Result Cite Review PDF Full Text: DOI
Govindan, Srihari; Wilson, Robert Computing Nash equilibria by iterated polymatrix approximation. (English) Zbl 1200.91019 J. Econ. Dyn. Control 28, No. 7, 1229-1241 (2004). MSC: 91A10 90C59 90C53 91A06 × Cite Format Result Cite Review PDF Full Text: DOI