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Showing 81 - 100 of 189

83

Portfolio Optimization and Stochastic Control under Transaction Costs
Melnyk, Yaroslav

Stochastic Impulse Contr... Transaction Costs Quasi-Variational Inequa... Regime Shifts Asymptotic Expansion Leading-Order Optimality
Dissertation/ Thesis
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84

An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochastic PDE
El Karoui, Nicole ; Mrad, Mohamed ; Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP) ; et al.
EISSN: 1945-497X ; SIAM Journal on Financial Mathematics ; https://hal.science/hal-00477381 ; SIAM Journal on Financial Mathematics, 2013, 4 (1)

portfolio optimization optimal portfolio duality minimal martingale measu... Stochastic flows SDE Stochastic partial diffe...
Academic journal
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86

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88

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89

Avariational Approach to Nonlinear Estimation
Sanjoy K. Mitter ; Nigel J. Newton ; The Pennsylvania State University CiteSeerX Archives
http://www.mit.edu/people/mitter/publications/newton_variational_approach.pdf.

Key words. Bayesian Infe... Information Theory Legendre-type Transforms Nonlinear Filtering Stochastic Optimal Contr...
Academic journal
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90

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91

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92

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93

Scheduling in a queuing system with impatience and setup costs
Jean-Marie, Alain ; Hyon, Emmanuel ; Models for the performance analysis and the control of networks (MAESTRO) ; et al.
https://inria.hal.science/inria-00369382 ; [Research Report] RR-6881, INRIA. 2009.

ACM: G.: Mathematics of... [INFO.INFO-RO]Computer S... [INFO.INFO-PF]Computer S... [MATH.MATH-OC]Mathematic...
Report
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94

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95

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96

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97

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98

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99

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100

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