The following pages link to On stochastic problems: Calculus (Q2541443):
Displaying 4 items.
- Equilibrium interest-rate determination under adjustment costs (Q1186059) (← links)
- On the stochastic maximum principle. Fixed time of control (Q2522752) (← links)
- A descent algorithm for constrained stochastic extrema (Q2526807) (← links)
- On the stochastic maximum principle with 'average' constraints (Q2528710) (← links)
