Pages that link to "Item:Q964693"
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The following pages link to MDP algorithms for portfolio optimization problems in pure jump markets (Q964693):
Displaying 16 items.
- Optimal oil-owner behavior in piecewise deterministic models (Q457924) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics (Q1680943) (← links)
- A Fokker-Planck control framework for stochastic systems (Q1755915) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Pandemic portfolio choice (Q2083972) (← links)
- On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944) (← links)
- Optimal control of a class of piecewise deterministic processes (Q3189131) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
