Optimal control design for a class of quantum stochastic systems with financial applications (Q2151779): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.physa.2018.08.141 / rank
Normal rank
 
Property / cites work
 
Property / cites work: A direct method for solving stochastic control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2718895 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3285814 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Survey of Numerical Methods for Trajectory Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic linear quadratic optimal control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3187139 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partially observable stochastic optimal control problems for an energy storage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-discrete path integral filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational path-integral approach to back-reactions of composite mesons in the Nambu-Jona-Lasinio model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control and quantum mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3129787 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of the control of observable quantum systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mayer problem for quantum stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q129393174 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.PHYSA.2018.08.141 / rank
 
Normal rank

Latest revision as of 06:34, 17 December 2024

scientific article
Language Label Description Also known as
English
Optimal control design for a class of quantum stochastic systems with financial applications
scientific article

    Statements

    Optimal control design for a class of quantum stochastic systems with financial applications (English)
    0 references
    0 references
    0 references
    0 references
    5 July 2022
    0 references
    quantum stochastic differential equation
    0 references
    quantum Brownian motion
    0 references
    quantum probability space
    0 references
    portfolio optimization
    0 references

    Identifiers