The following pages link to (Q3501239):
Displaying 8 items.
- Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
- Solution of a two-dimensional stochastic investment problem (Q1294193) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- Non-smooth analysis method in optimal investment-BSDE approach (Q1716351) (← links)
- (Q3464381) (← links)
- Exact solution of an optimal control problem of investment in a diffusion model (Q4232350) (← links)
- On Optimization of Long-Term Irreversible Investments in a Diffusion Model (Q4328509) (← links)
- Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation† (Q5427771) (← links)