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Found 79 Documents (Results 1–79)

Mosco convergence of nonlocal to local quadratic forms. (English) Zbl 1437.49027

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The stochastic LQR optimal control with fractional Brownian motion. (English) Zbl 1385.49018

Oberguggenberger, Michael (ed.) et al., Generalized functions and Fourier analysis. Dedicated to Stevan Pilipović on the occasion of his 65th birthday. Contributions of the 8th, 9th and 10th ISAAC congresses, Moscow, Russia, 2011, Krakow, Poland, 2013 and Macau, China, 2015. Basel: Birkhäuser/Springer (ISBN 978-3-319-51910-4/hbk; 978-3-319-51911-1/ebook). Operator Theory: Advances and Applications 260. Advances in Partial Differential Equations, 115-151 (2017).
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Necessary and sufficient conditions of optimal control for infinite dimensional SDEs. (Necessary and sufficient conditions of optimalcontrol for infinite dimensional SDEs.) (English) Zbl 1403.93192

Eddahbi, M’hamed (ed.) et al., Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M’gouna, Morocco, April 8–20, 2013. Cham: Springer (ISBN 978-3-319-30416-8/hbk; 978-3-319-30417-5/ebook). Springer Proceedings in Mathematics & Statistics 158, 149-171 (2016).
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Optimal control of predictive mean-field equations and applications to finance. (English) Zbl 1341.49032

Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 301-320 (2016).
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