Pages that link to "Item:Q5929886"
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The following pages link to Stochastic linear quadratic optimal control problems (Q5929886):
Displayed 8 items.
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- On a class of rational matrix differential equations arising in stochastic control. (Q1426291) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Gradient dynamic optimization with Legendre chaos (Q2476212) (← links)
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
- On stochastic optimal control for stock price volatility (Q4457586) (← links)
- OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646) (← links)