The following pages link to (Q3762023):
Displaying 8 items.
- Risk-adjusted martingales and the design of ``indifference'' gambles (Q763347) (← links)
- Stochastic control theory and operational research (Q1058450) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- Optimal consumption choices with anticipation: Methods of martingale (Q2744547) (← links)
- (Q4660003) (← links)
- Nonsmooth sequential analysis in Asplund spaces (Q4889960) (← links)