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Stochastic Control by Functional Analysis Methods · Study

BookStochastic Control by Functional Analysis Methods

Unknown author1982

Book1982

Stochastic Control by Functional Analysis Methods

Unknown author

204 citations·0/0 files stored·Studies in mathematics and its applications

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stability and Controllability of Differential Equations

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2011Ergodic Control of Diffusion Processes 2003General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations 1983Lectures in stochastic control 2005NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS 1990Optimal portfolio for a small investor in a market model with discontinuous prices 2004Dynamic Scheduling of a Multiclass Queue in the Halfin-Whitt Heavy Traffic Regime 2011Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications 1993Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach

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Year1982

Typebook

Published1982-01-01

VenueStudies in mathematics and its applications

ISSN-L0168-2024

Languageen

Citations204

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0168-2024(08)x7021-3

openalex_workW1515432731

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