"Continuous-time Stochastic Control and Optimization with Financial Applications"

entries per page

Filter:

Showing 1 to 20 of 100 entries

Book	Author(s)	Year	Publisher
Continuous-time Stochastic Control and Optimization with Financial Applications	Huyên Pham	2009	Springer Berlin Heidelberg
Stochastic Optimization in Continuous Time	Fwu-Ranq Chang	2004-04	Cambridge University Press
Modeling, Stochastic Control, Optimization, and Applications	George Yin; Qing Zhang	1st ed. 2019	Springer International Publishing
Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems	Xi-Ren Cao	1st ed. 2020	Springer International Publishing
Stochastic Control in Discrete and Continuous Time	Atle Seierstad	2009	Springer US
Optimization and Control with Applications	Liqun Qi; Kok Lay Teo; Xiao Qi Yang	2005	Springer US
Adaptive Stochastic Optimization Techniques with Applications	James A. Momoh	2015	Routledge
Continuous Stochastic Calculus with Applications to Finance	Michael Meyer	2000	Routledge
Numerical Methods for Stochastic Control Problems in Continuous Time	Harold Kushner; Paul G. Dupuis	1992	Springer New York
Numerical Methods for Stochastic Control Problems in Continuous Time	Harold Kushner; Paul G. Dupuis	2nd ed. 2001	Springer New York
Nonlinear Optimization with Financial Applications	Michael Bartholomew-Biggs		Springer US
Stochastic Optimization: Algorithms and Applications	Jitka Dupačová (auth.), Stanislav Uryasev, Panos M. Pardalos (eds.)	2001	Springer US
Stochastic Optimization: Algorithms and Applications	Stanislav Uryasev; Panos M. Pardalos	2001	Springer US
Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	2015	Springer International Publishing
Stochastic Reliability Modeling, Optimization and Applications	Syouji Nakamura, Toshio Nakagawa	2009	World Scientific Publishing Company
Stochastic Calculus and Financial Applications	J. Michael Steele	2001	Springer New York
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time	Antonio Mele; Fabio Fornari	2000	Springer US
Continuous Optimization: Current Trends and Modern Applications	V. Jeyakumar; Alexander M. Rubinov	2005	Springer US
Advances in Dynamic Games: Applications to Economics, Finance, Optimization, and Stochastic Control	Andrzej S. Nowak; Krzysztof Szajowski	2005	Birkhäuser Boston
Hybrid L1 Adaptive Control: Applications of Fuzzy Modeling, Stochastic Optimization and Metaheuristics	Roshni Maiti; Kaushik Das Sharma; Gautam Sarkar	1st ed. 2022	Springer International Publishing
Boook	Author(s)	Year	Publisher

Showing 1 to 20 of 100 entries

entries per page

Filter:

Showing 1 to 20 of 100 entries

Chapter	Author(s)	Book	Book Authors	Year	Publisher
STOCHASTIC OPTIMIZATION IN CONTINUOUS TIME		Stochastic Optimization in Continuous Time	Fwu-Ranq Chang	2004-04	Cambridge University Press
Stochastic Control in Continuous Time	Hanspeter Schmidli	Stochastic Control in Insurance	Hanspeter Schmidli	2008	Springer London
Stochastic optimization: Time-continuous data models	A. V. Balakrishnan	Optimization Techniques: Proceedings of the 8th IFIP Conference on Optimization Techniques Würzburg, September 5–9, 1977	J. Stoer	1978	Springer Berlin Heidelberg
10. Continuous-time Stochastic Control With Partial Information.		Optimal control of stochastic systems /	Bagchi, Arunabha,	1993.	Prentice Hall,
Stochastic Optimal Control with Applications in Financial Engineering	Hans P. Geering; Florian Herzog; Gabriel Dondi	Optimization and Optimal Control: Theory and Applications	Altannar Chinchuluun; Panos M. Pardalos; Rentsen Enkhbat; Ider Tseveendorj	2010	Springer New York
Continuous-Time Control under Stochastic Uncertainty		Wiley Encyclopedia of Operations Research and Management Science	James J. Cochran, Louis A. Cox Jr., Pinar Keskinocak, Jeffrey P. Kharoufeh, J. Cole Smith	2015	Wiley
Control Optimization with Stochastic Search	Abhijit Gosavi	Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning	Abhijit Gosavi	2nd ed. 2015	Springer US
27 Continuous time financial models: Statistical applications of stochastic processes	K.R. Sawyer	Econometrics	G. S. Maddala; Rao; C. Radhakrishna; Hrishikesh D. Vinod	1993	Elsevier
Stochastic processes in financial mathematics (continuous time)	Dmytro Gusak; Alexander Kukush; Alexey Kulik; Yuliya Mishura; Andrey Pilipenko	Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory	Dmytro Gusak; Alexander Kukush; Alexey Kulik; Yuliya Mishura; Andrey Pilipenko	2010	Springer New York
Financial Markets with Continuous Time	Yuliya Mishura	Financial Mathematics	Yuliya Mishura	2016	Elsevier
Linear Continuous‐Time Stochastic H2/H∞ Control	Weihai Zhang; Lihua Xie; Bor-Sen Chen	Stochastic H2/H∞ Control: A Nash Game Approach	Weihai Zhang; Lihua Xie; Bor-Sen Chen	2017	Routledge
8. Stochastic Control of Continuous-time Systems		Optimal control of stochastic systems /	Bagchi, Arunabha,	1993.	Prentice Hall,
Control Optimization with Stochastic Dynamic Programming	Abhijit Gosavi	Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning	Abhijit Gosavi	2003	Springer US
Control Optimization with Stochastic Dynamic Programming	Abhijit Gosavi	Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning	Abhijit Gosavi	2nd ed. 2015	Springer US
Stochastic intertemporal optimization: Long-term debt continuous time		Stochastic Optimal Control, International Finance, and Debt Crises	Jerome L. Stein	2006	Oxford University Press
Stochastic optimization: examples and applications	Jati K. Sengupta	Information and Efficiency in Economic Decision	Jati K. Sengupta	1985	Springer Netherlands
Continuous-time stochastic processes	Andrea Pascucci	PDE and Martingale Methods in Option Pricing	Andrea Pascucci	2011	Springer Milan
Continuous-Time Stochastic Systems	Chen Han-Fu; Lei Guo	Identification and Stochastic Adaptive Control	Han-fu Chen; Lei Guo	1991	Birkhäuser Boston
Continuous-Time Stochastic Processes	Peter Müller	Handbook of Dynamics and Probability	Peter Müller	1st ed. 2022	Springer International Publishing
Continuous-time Stochastic Models	Robert C. Merton	Finance	John Eatwell; Murray Milgate; Peter Newman	1st ed. 1989	Palgrave Macmillan UK
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries

"Continuous-time Stochastic Control and Optimization with Financial Applications" - similar Books and Chapters