Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"discrete-time stochastic control"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
2
Stochastischer Prozess
2
discrete-time stochastic control
2
Bellman equation
1
Borel spaces Markov decision process
1
Control theory
1
Decision
1
Entscheidung
1
Kontrolltheorie
1
Liquidity
1
Liquidität
1
Markov chain
1
Markov-Kette
1
Optimal trade execution
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Transaction costs
1
Transaktionskosten
1
Volatility
1
Volatilität
1
convergence
1
implementation cost
1
measurability
1
policy iteration
1
stochastic liquidity
1
stochastic volatility
1
total cost criteria
1
value iteration
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bertsekas, Dimitri P.
1
Cheridito, Patrick
1
Sepin, Tardu
1
Yu, Huizhen
1
Published in...
All
Applied mathematical finance
1
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A mixed value and policy iteration method for stochastic control with universally measurable policies
Yu, Huizhen
;
Bertsekas, Dimitri P.
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 926-968
Persistent link: https://www.econbiz.de/10011409000
Saved in:
2
Optimal trade execution under stochastic volatility and liquidity
Cheridito, Patrick
;
Sepin, Tardu
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 342-362
Persistent link: https://www.econbiz.de/10010499674
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
