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Gombani, Andrea; Runggaldier, Wolfgang J. - In: Mathematical finance : an international journal of … 23 (2013) 4, pp. 659-686

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Optimal foreign debt for Egypt : a stochastic control approach

Abutaleb, Ahmed S.; Hamad, Marwa G. - In: Economic modelling 29 (2012) 3, pp. 544-556

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Monte Carlo methods via a dual approach for some discrete time stochastic control problems

Gyurkó, Lajos Gergely; Hambly, Ben M.; Witte, Jan Hendrik - In: Mathematical methods of operations research 81 (2015) 1, pp. 109-135

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Quarterly fiscal policy experiments with a multiplier-accelerator model

Kendrick, David A.; Shoukry, George - In: Computational economics 44 (2014) 3, pp. 269-293

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Backward stochastic differential equations and stochastic controls : a new perspective

Kohlmann, Michael; Zhou, Xun Yu - 1999

It is well known that backward stochastic differential equations (BSDEs) stem from the study on the Pontryagin type maximum principle for optional stochastic control. A solution of a BSDE hits a given terminal value (which is a random variable) by virtue of an additional martingale term and an...

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Dynamic forecasting and control algorithms of glaucoma progression for clinician decision support

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Indifference fee rate for variable annuities

Chevalier, Etienne; Lim, Thomas; Romero, Ricardo Romo - In: Applied mathematical finance 23 (2016) 3/4, pp. 278-308

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Purchasing casualty insurance to avoid lifetime ruin

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Optimally investing to reach a bequest goal

Bayraktar, Erhan; Young, Virginia R. - In: Insurance / Mathematics & economics 70 (2016), pp. 1-10

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Lifetime ruin under ambiguous hazard rate

Young, Virginia R.; Zhang, Yuchong - In: Insurance / Mathematics & economics 70 (2016), pp. 125-134

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