✦ LIBER ✦

Stochastic Target Problems with Controlled Loss

✍ Scribed by Bouchard, Bruno; Elie, Romuald; Touzi, Nizar

Book ID: 115464140
Publisher: Society for Industrial and Applied Mathematics
Year: 2010
Tongue: English
Weight: 335 KB
Volume: 48
Category: Article
ISSN: 0363-0129
DOI: 10.1137/08073593x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic Target Problems with Controll

Stochastic Target Problems with Controlled Loss in Jump Diffusion Models

✍ Moreau, Ludovic 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 360 KB

[Fields Institute Monographs] Optimal St

[Fields Institute Monographs] Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE Volume 29 || Stochastic Target Problems

✍ Touzi, Nizar 📂 Article 📅 2012 🏛 Springer New York ⚖ 248 KB

Stochastic control problems with delay

✍ Harald Bauer; Ulrich Rieder 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 193 KB

Optimal control versus stochastic target

Optimal control versus stochastic target problems: An equivalence result

✍ Bruno Bouchard; Ngoc Minh Dang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 220 KB

[Fields Institute Monographs] Optimal St

[Fields Institute Monographs] Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE Volume 29 || Solving Control Problems by Verification

✍ Touzi, Nizar 📂 Article 📅 2012 🏛 Springer New York ⚖ 187 KB

Stochastic Collocation for Optimal Contr

Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints

✍ Tiesler, Hanne; Kirby, Robert M.; Xiu, Dongbin; Preusser, Tobias 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 600 KB