Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365): Difference between revisions

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+OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
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+A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
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+Optimal consumption and portfolio choice with ambiguity and anticipation
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+Optimal Portfolio Choice Based on α-MEU Under Ambiguity
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+Anticipative portfolio optimization under constraints and a higher interest rate for borrowing
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+Stabilization of Markovian Systems via Probability Rate Synthesis and Output Feedback
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+On Input-to-State Stability of Stochastic Retarded Systems With Markovian Switching
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+A new perspective for optimal portfolio selection with random fuzzy returns
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+Fuzzy differential equations
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+Fuzzy random variables - I. Definitions and theorems
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+Uncertain random variables: a mixture of uncertainty and randomness
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+Optimum consumption and portfolio rules in a continuous-time model
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+Fuzzy random variables
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+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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+Nearly-optimal asset allocation in hybrid stock investment models.
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+Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
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+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
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