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person:"Steck, Sebastian"
~person:"Cerreia-Vioglio, Simone"
~person:"Lazgham, Mourad"
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Differentialgleichung
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EU emissions trading
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Steck, Sebastian
Cerreia-Vioglio, Simone
Lazgham, Mourad
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A state-constrained stochastic optimal control problem arising in portfolio liquidation
Lazgham, Mourad
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2015
Persistent link: https://www.econbiz.de/10011437748
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2
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
-
2015
-
This version: November, 2015
Persistent link: https://www.econbiz.de/10011806083
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3
Reduced basis method for the Hamilton-Jacobi-Bellman equation modeling the emission trading system
Steck, Sebastian
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2015
Persistent link: https://www.econbiz.de/10011442707
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