List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic convex duality in constrained utility maximization Stochastics | 2022-07-05 | Paper |
| Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations SIAM Journal on Control and Optimization | 2018-04-05 | Paper |
| Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models Applied Mathematics and Optimization | 2015-04-21 | Paper |
Research outcomes over time
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