✦ LIBER ✦

A Variational Approach to Contracting under Imperfect Observations

✍ Scribed by Capponi, Agostino; Cvitanić, Jakša; Yolcu, Türkay

Book ID: 121315690
Publisher: Society for Industrial and Applied Mathematics
Year: 2012
Tongue: English
Weight: 481 KB
Volume: 3
Category: Article
ISSN: 1945-497X
DOI: 10.1137/110859075

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

FROM IMPERFECT TO PERFECT COMPETITION: A

FROM IMPERFECT TO PERFECT COMPETITION: A PARAMETRIC APPROACH THROUGH CONJECTURAL VARIATIONS

✍ LUDOVIC A. JULIEN 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 318 KB

Numerical approaches to linear—quadratic

Numerical approaches to linear—quadratic differential games with imperfect observations

✍ Arunabha Bagchi; Geert Jan Olsder 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 593 KB

A two-person pursuit-evasion stochastic differential game with state and measurement,y corrupted by noises is considered. In an earlier paper the problem was reformulated and solved in an infinite-dimensional-state space, and the existence of saddle-point solutions under certain conditions was prove

A strategic approach to hedging and cont

A strategic approach to hedging and contracting

✍ David Downie; Ed Nosal 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 121 KB

A variational approach to superfluidity

✍ R. H. Critchley; A. I. Solomon 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 553 KB

A variational approach to subdivision

✍ Leif Kobbelt 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 814 KB

A variational approach to fopim

✍ C.F. Lebeda; D.M. Schrader 📂 Article 📅 1968 🏛 Elsevier Science 🌐 English ⚖ 428 KB

FOPI% (first order perturbation iteration method) is modified so that spin-factorable systems with unknown eigenfunctions can be treated (previous applications of FOPIM have been limited to systems xsitk eigenfunctions already known to all orders). The modification consists of [a) expressing rhe fir