The following pages link to (Q4323296):
Displaying 50 items.
- On particle methods for parameter estimation in state-space models (Q254462) (← links)
- A Markov copula model with regime switching and its application (Q272813) (← links)
- Event-based state estimation of linear dynamic systems with unknown exogenous inputs (Q286311) (← links)
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- A reduced-form model for correlated defaults with regime-switching shot noise intensities (Q292361) (← links)
- Exact and approximate hidden Markov chain filters based on discrete observations (Q293595) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Fault tolerant quantum filtering and fault detection for quantum systems (Q313187) (← links)
- Application of optimal filtering methods for on-line of queueing network states (Q315121) (← links)
- Information diffusion in social sensing (Q330313) (← links)
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- Efficient likelihood estimation in state space models (Q449965) (← links)
- Optimal state filtering of controllable systems with random structure (Q465293) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Optimal control problem regularization for the Markov process with finite number of states and constraints (Q505315) (← links)
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
- The regime switching portfolios (Q538326) (← links)
- Log mean-variance portfolio selection under regime switching (Q538328) (← links)
- Control of discrete-time HMM partially observed under fractional Gaussian noises (Q539919) (← links)
- The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
- Using methods of stochastic control to prevent overloads in data transmission networks (Q544680) (← links)
- Minimax estimation in systems of observation with Markovian chains by integral criterion (Q544773) (← links)
- Robust hidden Markov LQG problems (Q602973) (← links)
- Stabilization of Markov jump linear systems using quantized state feedback (Q608479) (← links)
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- A filter for a hidden Markov chain observed in fractional Gaussian noise (Q627717) (← links)
- Stochastic observability in network state estimation and control (Q629043) (← links)
- Computation of approximate optimal policies in a partially observed inventory model with rain checks (Q642900) (← links)
- On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain (Q647187) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- An M-ary detection approach for asset allocation (Q660845) (← links)
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions (Q680494) (← links)
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793) (← links)
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- Practical stability of approximating discrete-time filters with respect to model mismatch (Q694854) (← links)
- Computational intelligence: From mathematical point of view (Q701623) (← links)
- Towards the optimal control of Markov chains with constraints (Q710696) (← links)
- A self-tuning model for inflation rate dynamics (Q720159) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Filtering of the Markov jump process given the observations of multivariate point process (Q747324) (← links)
