Pages that link to "Item:Q4299280"

The following pages link to Optimal Control on the $L^\infty $ Norm of a Diffusion Process (Q4299280):

Displaying 13 items.

• Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
• A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
• Zubov's method for controlled diffusions with state constraints (Q889855) (← links)
• Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
• Relaxation of minimax optimal control problems with infinite horizon (Q1291817) (← links)
• Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
• Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
• Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
• Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
• NUMERICAL ANALYSIS OF A MINIMAX OPTIMAL CONTROL PROBLEM WITH AN ADDITIVE FINAL COST (Q4798959) (← links)
• Russian options with a finite time horizon (Q4819460) (← links)
• Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)