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  • Search: subject:"Continuous time stochastic optimal control"
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Subject
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Mathematical programming 2 Mathematische Optimierung 2 Stochastic process 2 Stochastischer Prozess 2 Anlageverhalten 1 Behavioural finance 1 Continuous time stochastic optimal control 1 Continuous-time stochastic optimal control 1 Control theory 1 Dynamic programming 1 Dynamische Optimierung 1 Infinite-variation execution strategy 1 Kontrolltheorie 1 Limit order book 1 Market microstructure 1 Marktmikrostruktur 1 Martingal 1 Martingale 1 Optimal software testing and release 1 Optimal trade execution 1 Portfolio selection 1 Portfolio-Management 1 Project management 1 Projektmanagement 1 Quadratic BSDE 1 Securities trading 1 Semimartingale execution strategy 1 Software 1 Software testing process 1 Stochastic order book depth 1 Stochastic resilience 1 Theorie 1 Theory 1 Wertpapierhandel 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Ackermann, Julia 1 Cao, Ping 1 Kruse, Thomas 1 Liu, Ke 1 Urusov, Mikhail 1 Yang, Ke 1
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European journal of operational research : EJOR 1 Finance and stochastics 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Finance and stochastics 25 (2021) 4, pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
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Optimal selection and release problem in software testing process : a continuous time stochastic control approach
Cao, Ping; Yang, Ke; Liu, Ke - In: European journal of operational research : EJOR 285 (2020) 1, pp. 211-222
Persistent link: https://www.econbiz.de/10012239541
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