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1. The Application Of Backward Stochastic Differential Equations And Malliavin 's Calculation In Insurance Investment
2. Jump Stochastic Optimal Control
3. Optimal Control And Differential Game Of Partial Information Forward-Backward Stochastic Systems
4. A Comparative Analysis Of Credit Risk Models
5. Maximizing The Expected Utility With Power Utility Function From Terminal Wealth With Partial Information
6. Optimal Investment Strategy Under Partial Information In Market With Transaction Costs
7. Stochastic Recursive Linear Quadratic Optimal Control Problem With Lévy Processes
8. Study Of Portfolio Strategy Of Pension Fund Based On Two-stage Stochastic Programming
9. A Maximum Principle For Partial Information Stochastic Optimal Control With Terminal State Constraints And Its Applications
10. Differential Games,Numerical Approximations And Applications In Optimal Premium Policy Of Forward-Backward Stochastic Systems
11. Maximum Principle For Differential Games Of Mean-field Forward-backward Stochastic Systems
12. Studies On Partially Observed Optimal Controls Of Mean-Field Stochastic Systems And A Class Of Fractional-Order Control Systems
13. Study Of Two-stage Stochastic Programming Based On SQP Algorithm
14. Stochastic Programming Based On L-shape And Filter Algorithms
15. Differential Games Of Forward-Backward Stochastic System Under Partial Information And Applications In Finance
16. Research On Optimal Investment Strategies For DC Pension Plans Based On Ambiguity Aversion And Partial Information
17. Research On Optimal Investment And Reinsurance For Complicated Jump-diffusion Risk Models Under Mean-Variance Criterion
18. Optimal Investment Strategy Under Time-inconsistency And Ambiguity Aversion
19. Partial Derivative With Respect To The Measure In Wasserstein Space And Its Applications To General Controlled Mean-field Systems
20. Partial information use in uncertainty quantification
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