Pages that link to "Item:Q2821285"
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The following pages link to A computational method for stochastic optimal control problems in financial mathematics (Q2821285):
Displaying 10 items.
- On the controllability problem arising in financial mathematics (Q1424123) (← links)
- On optimal stochastic jumps in multi server queue with impatient customers via stochastic control (Q2092294) (← links)
- Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865) (← links)
- Stochastic optimisation and control applied to finance (Q2382317) (← links)
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192) (← links)
- (Q4218394) (← links)
- (Q4350064) (← links)
- Consistency issues for numerical methods for variance control, with applications to optimization in finance (Q4506991) (← links)
- (Q4682144) (← links)
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems II (Q5088074) (← links)