Bayesian ergodic adaptive control of discrete time markov processes

JOURNAL ARTICLE published August 1995 in Stochastics and Stochastic Reports

Authors: G. B. Dlmasi | L. Stettner

Risk sensitive control of discrete time partially observed markov processes with infinite horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G.B. Di masi | L. Sthttner

Risk sensitive control of discrete time partially observed Markov Processes with Infinite Horizon

JOURNAL ARTICLE published September 1999 in Stochastics and Stochastic Reports

Authors: G. B. Di Masi | L. Stettner

Stochastic finance: Discrete time processes and risk neutral pricing

OTHER published 7 December 2004 in Asymptotic Methods in Stochastics

Authors: Reg Kulperger

Approximate maximum likelihood estimation for diffusion processes from discrete observations

JOURNAL ARTICLE published January 1995 in Stochastics and Stochastic Reports

Authors: M. N. Mishra | J. P. N. Bishwal

Markov Processes

BOOK CHAPTER published 1992 in Discrete Stochastics

Authors: Konrad Jacobs

Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise

JOURNAL ARTICLE published May 1995 in Stochastics and Stochastic Reports

Authors: Marco Ferrante | Federica Giummolé

On limit periodicity of discrete time stochastic processes

JOURNAL ARTICLE published December 2014 in Stochastics and Dynamics

Authors: Alexandra Rodkina | Nikolai Dokuchaev | John Appleby

Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes

JOURNAL ARTICLE published August 2004 in Stochastics and Stochastic Reports

Authors: Claudia Ceci | Bruno Bassan

A theory of Markovian time-inconsistent stochastic control in discrete time

JOURNAL ARTICLE published July 2014 in Finance and Stochastics

Authors: Tomas Björk | Agatha Murgoci

Impulse and continuous control of piecewise deterministic Markov processes

JOURNAL ARTICLE published July 2000 in Stochastics and Stochastic Reports

Authors: O.L.V. Costa | Raymundo C.A.B.

Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs

JOURNAL ARTICLE published August 2013 in Stochastics

Authors: Luz R. Sotomayor | Abel Cadenillas

Optimal stopping with continuous control of piecewise deterministic Markov processes

JOURNAL ARTICLE published July 2000 in Stochastics and Stochastic Reports

Authors: O.L.V. Costa | C.A.B. Raymundo | Dufour F.

Singular stochastic control and optimal stopping

JOURNAL ARTICLE published May 1987 in Stochastics

Authors: Friorik mar Baldursson

Impulsive and continuously acting control of jump processes-time discretization

JOURNAL ARTICLE published September 1991 in Stochastics and Stochastic Reports

Authors: Plum Hans-joachim

On value functions for impulsive control of piecewise-deterministic processes

JOURNAL ARTICLE published September 1990 in Stochastics and Stochastic Reports

Authors: Dariusz Gatarek

Finite dimensional filter systems in discrete time

JOURNAL ARTICLE published 1 June 1981 in Stochastics

Authors: Sawitzki GÜnther

Parameter sensitivity in stochastic optimal control^∗

JOURNAL ARTICLE published September 1987 in Stochastics

Authors: Philip D. Lowen

Parameter estimation in continuous-time stochastic processes

JOURNAL ARTICLE published January 1982 in Stochastics

Authors: Vivek Borkar | Arunabha Bagchi

On almost sure optimization for stochastic control systems

JOURNAL ARTICLE published February 1988 in Stochastics

Authors: Arie Leizarowitz