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~subject:"Kontrolltheorie"
~type_genre:"Aufsatz im Buch"
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Some new BSDE results for an infinite-horizon stochastic control problem
Hu, Ying
;
Schweizer, Martin
- In:
Advanced mathematical methods for finance
,
(pp. 367-395)
.
2011
Persistent link: https://www.econbiz.de/10008991281
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A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
Saved in:
3
Carleman linearization of linearly observable polynomial systems
Mozyrska, Dorota
;
Bartosiewicz, Zbigniew
- In:
Mathematical control theory and finance
,
(pp. 311-323)
.
2008
Persistent link: https://www.econbiz.de/10003755886
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