Pages that link to "Item:Q4506991"

The following pages link to Consistency issues for numerical methods for variance control, with applications to optimization in finance (Q4506991):

Displaying 6 items.

• Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
• Minimizing the probability of lifetime ruin under stochastic volatility (Q634006) (← links)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
• Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation (Q2942194) (← links)