The following pages link to Steven E. Shreve (Q586458):
Displaying 50 items.
- (Q363860) (redirect page) (← links)
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- Heavy traffic analysis for EDF queues with reneging (Q535200) (← links)
- Existence of optimal stationary policies in deterministic optimal control (Q754470) (← links)
- Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control (Q796903) (← links)
- Accuracy of state space collapse for earliest-deadline-first queues (Q997940) (← links)
- Stochastic optimal control. The discrete time case (Q1158123) (← links)
- A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (Q1186298) (← links)
- A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (Q1198577) (← links)
- Probability measures and the C-sets of Selivanovskij (Q1255248) (← links)
- (Q1336582) (redirect page) (← links)
- Optimal investment and consumption with transaction costs (Q1336583) (← links)
- A decomposition of the Brownian path (Q1820516) (← links)
- Valuation of exotic options under shortselling constraints (Q1849790) (← links)
- Multiple-input heavy-traffic real-time queues. (Q1872351) (← links)
- Real-time queues in heavy traffic with earliest-deadline-first queue discipline (Q1872459) (← links)
- Earliest-deadline-first service in heavy-traffic acyclic networks. (Q1879911) (← links)
- Stochastic calculus for finance. I: The binomial asset pricing model. (Q1883334) (← links)
- Stochastic calculus for finance. II: Continuous-time models. (Q1883335) (← links)
- Asymptotic analysis of optimal investment and consumption with transaction costs. (Q1887271) (← links)
- There is no nontrivial hedging portfolio for option pricing with transaction costs (Q1901077) (← links)
- Futures trading with transaction costs (Q1928878) (← links)
- An explicit formula for the Skorokhod map on \([0,a]\) (Q2456026) (← links)
- Utility Maximization Trading Two Futures with Transaction Costs (Q2873119) (← links)
- Optimal Execution in a General One-Sided Limit-Order Book (Q2996522) (← links)
- Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy (Q3040870) (← links)
- (Q3139213) (← links)
- Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (Q3320264) (← links)
- Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems (Q3343901) (← links)
- (Q3354421) (← links)
- (Q3360772) (← links)
- Martingale and Duality Methods for Utility Maximization in an Incomplete Market (Q3360774) (← links)
- Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (Q3489761) (← links)
- Double Skorokhod Map and Reneging Real-Time Queues (Q3626706) (← links)
- Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089) (← links)
- Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems (Q3691567) (← links)
- (Q3714851) (← links)
- (Q3760262) (← links)
- (Q3762023) (← links)
- (Q3772035) (← links)
- Equivalent models for finite-fuel stochastic control (Q3775455) (← links)
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900) (← links)
- Strong consistency of a modified maximum likelihood estimator for controlled Markov chains (Q3885649) (← links)
- A note on optimal switching between two activities (Q3901280) (← links)
- (Q3908788) (← links)
- Reflected Brownian Motion in the “Bang-Bang” Control of Brownian Drift (Q3913373) (← links)
- (Q3973611) (← links)
- (Q3977320) (← links)
- (Q4002114) (← links)
- (Q4039796) (← links)
