The following pages link to Michael I. Taksar (Q181173):
Displaying 50 items.
- (Q163414) (redirect page) (← links)
- (Q234258) (redirect page) (← links)
- Optimal non-proportional reinsurance control (Q661244) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Production control in a failure-prone manufactoring system: Diffusion approximation and asymptotic optimality (Q687702) (← links)
- Markovian demand inventory models (Q930434) (← links)
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
- Stationary regenerative sets and subordinators (Q1109423) (← links)
- A note on Merton's ``Optimum consumption and portfolio rules in a continuous-time model'' (Q1111453) (← links)
- (Q1172884) (redirect page) (← links)
- First hitting time of curvilinear boundary by Wiener process (Q1172885) (← links)
- Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains (Q1177197) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- Skorohod problems with nonsmooth boundary conditions (Q1196862) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
- Optimal correction problem of a multidimensional stochastic system (Q1262290) (← links)
- Deterministic equivalent for a continuous linear-convex stochastic control problem (Q1263565) (← links)
- Inventory models with Markovian demands and cost functions of polynomial growth (Q1265056) (← links)
- Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
- (Q1321220) (redirect page) (← links)
- Infinite-horizon investment consumption model with a nonterminal bankruptcy (Q1321221) (← links)
- Stochastic equilibria on graphs, I (Q1338909) (← links)
- Optimal production planning in a stochastic manufacturing system with long-run average cost (Q1364225) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers (Q1397009) (← links)
- Optimal dynamic reinsurance policies for large insurance portfolios (Q1424707) (← links)
- Stochastic control for optimal new business (Q1584524) (← links)
- Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\) (Q1854743) (← links)
- Stochastic equilibria on graphs. II (Q1892593) (← links)
- Optimal risk and dividend distribution control models for an insurance company (Q1974020) (← links)
- Storage model with discontinuous holding cost (Q2266695) (← links)
- Dynamic interaction models of economic equilibrium (Q2271615) (← links)
- Optimal non-proportional reinsurance control and stochastic differential games (Q2276206) (← links)
- On absolute ruin minimization under a diffusion approximation model (Q2276211) (← links)
- Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
- Diffusion Approximation and Optimal Stochastic Control (Q2711151) (← links)
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (Q2757299) (← links)
- Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility (Q2757311) (← links)
- A Dynamic Stochastic Stock-Cutting Problem (Q2781110) (← links)
- AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES (Q2853373) (← links)
- A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
- Instantaneous Control of Brownian Motion (Q3037295) (← links)
- Excess-of-loss reinsurance under taxes and fixed costs (Q3087414) (← links)
- Optimal excess-of-loss reinsurance under borrowing constraints (Q3087415) (← links)
- (Q3140699) (← links)
- (Q3140712) (← links)
- Optimality in probability and almost surely. the general scheme and a linear regulator problem (Q3141164) (← links)
- On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment (Q3162573) (← links)
