T. Duncan

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Person:626428


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!

PublicationDate of PublicationType
Growth optimal portfolio selection under proportional transaction costs with obligatory diversification
Applied Mathematics and Optimization
2011-02-18Paper
On ergodic control of stochastic evolution equations
Stochastic Analysis and Applications
1998-08-31Paper
scientific article; zbMATH DE number 1009505 (Why is no real title available?)
 
1997-05-14Paper
On the Solutions of a Stochastic Control System
SIAM Journal on Control
1971-01-01Paper


Research outcomes over time


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