scientific article; zbMATH DE number 7694647
From MaRDI portal
Publication:6097286
DOI10.22124/jmm.2022.20887.1826MaRDI QIDQ6097286
Fard Omid Solaymani, Unnamed Author, Sohrab Effati
Publication date: 12 June 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Adapted solution of a backward stochastic differential equation
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Forward-backward stochastic differential equations and their applications
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Hedging options for a large investor and forward-backward SDE's
- Black's consol rate conjecture
- Spline Functions
- A General Stochastic Maximum Principle for Optimal Control Problems
- Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
- Dynamic Programming Approach to Stochastic Evolution Equations
- Stochastic Differential Utility
- An Introductory Approach to Duality in Optimal Stochastic Control
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Backward Stochastic Differential Equations in Finance
- Sufficient conditions of optimality for stochastic systems with controllable diffusions
- Optimal Control of Partially Observable Diffusions
- On a Matrix Riccati Equation of Stochastic Control
- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
This page was built for publication:
