Search Results - subject:"dynamic programming principle"

Feinstein, Zachary; Rudloff, Birgit; Jianfeng Zhang - In: Mathematics of operations research 47 (2022) 1, pp. 616-642

Persistent link: https://www.econbiz.de/10013364926

Backhoff-Veraguas, Julio; Tangpi, Ludovic - In: Mathematics and financial economics 14 (2020) 3, pp. 433-460

Persistent link: https://www.econbiz.de/10012240302

Chakroun, Fatma; Abid, Fathi - Volkswirtschaftliche Fakultät, … - 2014

terminal wealth of a bank's shareholders over a finite time horizon. As a consequence, we apply a dynamic programming principle …

Persistent link: https://www.econbiz.de/10011110357

Khlopin, Dmitry - In: Dynamic games and applications : DGA 8 (2018) 2, pp. 401-422

Persistent link: https://www.econbiz.de/10012101120

Lazgham, Mourad - In: Mathematical methods of operations research 88 (2018) 2, pp. 185-240

Persistent link: https://www.econbiz.de/10011935660

Chang, Hao; Chang, Kai - In: Insurance / Mathematics & economics 72 (2017), pp. 215-227

Persistent link: https://www.econbiz.de/10011694631

Sandjo, Albert Nana; Colin, Fabrice; Moutari, Salissou - In: Journal of mathematical finance 7 (2017) 1, pp. 199-218

Persistent link: https://www.econbiz.de/10011658467

Lehalle, Charles-Albert; Mounjid, Othmane - In: Market microstructure and liquidity 3 (2017) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10011778311

Basak, Gopal Krishna; Pranab Kumar Das; Rohit, Allena - In: Economic modelling 65 (2017), pp. 18-29

Persistent link: https://www.econbiz.de/10011813544

Sheetal, Dharmatti - In: International game theory review 18 (2016) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10011524481

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