The following pages link to Michael I. Taksar (Q181173):
Displayed 45 items.
- Enhancing of semigroups (Q3334742) (← links)
- (Q3364199) (← links)
- Rapid paths in von Neumann–Gale dynamical systems (Q3498577) (← links)
- Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain (Q3516084) (← links)
- Average Optimal Singular Control and a Related Stopping Problem (Q3676038) (← links)
- Regenerative Analysis and Steady State Distributions for Markov Chains (Q3696262) (← links)
- (Q3747443) (← links)
- Optimal Price and Income Regulation under Uncertainty in the Model with one Producer (Q3751326) (← links)
- Diffusion Approximation in Arrow’s Model of Exhaustable Resources (Q3755201) (← links)
- (Q3766611) (← links)
- (Q3818974) (← links)
- (Q3875000) (← links)
- Subprocesses of stationary Markov processes (Q3893071) (← links)
- An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty (Q3986759) (← links)
- On Events Connected with Reaching a Set by Sample Paths of a Stochastic Process (Q4142407) (← links)
- A Formula for Wanderings of a Regular Markov Process (Q4150456) (← links)
- (Q4227228) (← links)
- Optimal proportional reinsurance policies for diffusion models (Q4235023) (← links)
- A Heavy-Traffic Limit for the Cycle Counting Process in G/G/1, Optional Interruptions and Elastic Screen Brownian Motion (Q4294735) (← links)
- Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic (Q4316545) (← links)
- (Q4326624) (← links)
- Infinite-Dimensional Linear Programming Approach to SingularStochastic Control (Q4337423) (← links)
- Producing in a manufacturing system with minimum average cost (Q4378892) (← links)
- RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS (Q4460432) (← links)
- Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters (Q4506540) (← links)
- Optimal Financing of a Corporation Subject To Random Returns (Q4551811) (← links)
- Optimal constrained investment in the Cramer-Lundberg model (Q4576860) (← links)
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy (Q4610239) (← links)
- A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees (Q4711562) (← links)
- Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions (Q4785654) (← links)
- On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria (Q4827311) (← links)
- Deterministic Approximation for Stochastic Control Problems (Q4874945) (← links)
- Diffusion Approximation for a Controlled Stochastic Manufacturing System with Average Cost Minimization (Q4881516) (← links)
- The linear programming approach to deterministic optimal control problems (Q4895381) (← links)
- Robust Control of Linear Stochastic Systems with Fully Observable State (Q4895382) (← links)
- Portfolio size as function of the premium: modelling and optimization (Q5410796) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
- (Q5554016) (← links)
- On a Property of a Sequence of Events (Q5566877) (← links)
- Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (Q5926469) (← links)
- Dependence of the optimal risk control decisions on the terminal value for a financial corporation (Q5933811) (← links)
- Optimal production and setup scheduling: A one-machine, two-product system (Q5933822) (← links)
- Optimal risk control for a large corporation in the presence of returns on investments (Q5957684) (← links)
- Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model (Q6215595) (← links)
- Band Control of Mutual Proportional Reinsurance (Q6229803) (← links)