Browsing by Subject
Showing results 7128 to 7147 of 10764
< previous
next >
- stochastic control 1
- stochastic control, Maximum principle, logarithmic growth, 1
- Stochastic Differential Equation 1
- Stochastic differential equation, martingale measure, stochastic control, relaxed control, control rule, optimal rule, martingale, Brownian motion. 1
- Stochastic differential equation; Optimal control; Maximum principle; Partial information; Lévy processes; Teugels martingale 1
- Stochastic differential equation; Optimal control; Maximum principle; Partial information; Lévy processes; Teugels martingale. 1
- stochastic differential equation; optimal control; stochastic maximum principle;degenerate diffusion. 1
- Stochastic differential equation; Stochastic control; Maximum principle; Singular control; Distributional derivative; Adjoint process; Variational principle. 1
- Stochastic differential equations 1
- Stochastic maximum principle 2
- stochastic maximum principle, dynamic programming principle, singular control 1
- Stochastic maximum principle, fractional Brownian motion, Malliavin derivative, risksensitive, variational equality, 1
- Stochastic Maximum Principle, time inconsistency, LQ control problem, equilibrium control, variational inequality, investment-consumption and reinsurance problem, Merton portfolio problem, non-exponential discounting 1
- stochastic maximum principle; dynamic programming principle; singular control. 1
- Stochastic maximum principle; Rademacher’s Theorem 1
- Stochastic systems with jumps 1
- Stochastique 1
- stochastique 1
- stock d’eau 1
- stock exchange 1