The following pages link to (Q4004190):
Displayed 50 items.
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Analysis and approximation of a stochastic growth model with extinction (Q292367) (← links)
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Controlled stochastic networks in heavy traffic: convergence of value functions (Q417083) (← links)
- Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations (Q442568) (← links)
- Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations (Q442570) (← links)
- Nonlinear \(\mathcal{L}_2\)-gain verification for nonlinear systems (Q450659) (← links)
- Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation (Q496961) (← links)
- Pricing cliquet options by tree methods (Q545527) (← links)
- A numerical method for hybrid optimal control based on dynamic programming (Q547907) (← links)
- Drift rate control of a Brownian processing system (Q558667) (← links)
- Control of production and corrective maintenance rates in a multiple-machine, multiple-product manufacturing system (Q597490) (← links)
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
- Dynamic programming and viscosity solutions for the optimal control of quantum spin systems (Q645578) (← links)
- Production planning of a failure-prone manufacturing system under different setup scenarios (Q670254) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← links)
- A multigenerational game model to analyze sustainable development (Q816529) (← links)
- Max-plus summation of Fenchel-transformed semigroups for solution of nonlinear Bellman equations (Q875119) (← links)
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Large deviations for infinite dimensional stochastic dynamical systems (Q941300) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
- Occupancy numbers for dynamic heterogeneous populations: Estimate of particles lifetimes (Q997302) (← links)
- Optimal refractive index design for an optical fibre-based evanescent field sensor (Q998675) (← links)
- Differential inequality approach for deterministic approximation in two person zero-sum stochastic differential games (Q1000004) (← links)
- Optimal control of a high-volume assemble-to-order system with maximum leadtime quotation and expediting (Q1007132) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- A game theoretic algorithm to compute local stabilizing solutions to HJBI equations in nonlinear \(H_\infty \) control (Q1023348) (← links)
- Hierarchical decision making in production and repair/replacement planning with imperfect repairs under uncertainties (Q1027605) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- Optimization models for the first arrival target distribution function in discrete time (Q1270930) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- Numerical methods for controlled and uncontrolled multiplexing and queueing systems (Q1331289) (← links)