Control in Binary Models with Disorder

DOI10.14529/MMP220305MaRDI QIDQ5059947zbMATH OpenOpenAlexFDO

Authors Grigory Belyavsky, Natalya Danilova

Publication date 17 January 2023

Published in Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vyuru650

zbMATH Keywords

disordermartingaleriskstopping time

Mathematics Subject Classification ID

Convex programming (90C25)

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Cited in

(2)

• Optimal control problems with disorder
• Models with Uncertain Volatility

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