Pages that link to "Item:Q902339"
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The following pages link to Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339):
Displaying 6 items.
- Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- Robust exponential stability of switched delay interconnected systems under arbitrary switching (Q2313184) (← links)
- Optimal consumption, leisure and job choice under inflationary environment (Q2687681) (← links)
- Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)