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 |
|---|---|---|
| Optimal control under uncertainty and Bayesian parameters adjustments SIAM Journal on Control and Optimization | 2018-03-16 | Paper |
| Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation Finance and Stochastics | 2013-02-07 | Paper |
| Optimal control versus stochastic target problems: an equivalence result Systems & Control Letters | 2012-05-11 | Paper |
| Optimal control of trading algorithms: a general impulse control approach SIAM Journal on Financial Mathematics | 2011-06-21 | Paper |
Research outcomes over time
This page was built for person: Ngoc Minh Dang
