Search Results - "Stochastic Control"
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1
Optimal replication of random claims by ordinary integrals with applications in finance
Published 2013Subjects: Get full text
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2
Optimal replication of random vectors by ordinary integrals
Published 2013Subjects: “…optimal stochastic control…”
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3
Results in stochastic control: optimal prediction problems and Markov decision processes
Published 2015Subjects: Get full text
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4
Optimal investment and proportional reinsurance with risk constraint
Published 2013Subjects: Get full text
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5
Continuously controlled options: derivatives with added flexibility
Published 2013Subjects: Get full text
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6
Optimized operational control for an electric power system on more electric aircraft
Published 2023Subjects: Get full text