Pages that link to "Item:Q3465822"
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The following pages link to Mean-variance type controls involving a hidden Markov chain: models and numerical approximation (Q3465822):
Displaying 6 items.
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Sequential tracking of a hidden Markov chain using point process observations (Q1019610) (← links)
- Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- Exponential contraction of switching jump diffusions with a hidden Markov chain (Q2244604) (← links)
- Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation (Q2942194) (← links)
