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Control Improvement for Jump-Diffusion Processes with Applications to Finance JOURNAL ARTICLE published February 2012 in Applied Mathematics & Optimization |
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Mean Field Markov Decision Processes JOURNAL ARTICLE published August 2023 in Applied Mathematics & Optimization |
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Portfolio optimization with unobservable Markov-modulated drift process JOURNAL ARTICLE published June 2005 in Journal of Applied Probability |
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Average optimality for continuous-time Markov decision processes in Polish spaces JOURNAL ARTICLE published 1 May 2006 in The Annals of Applied Probability |
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Portfolio optimization with unobservable Markov-modulated drift process JOURNAL ARTICLE published June 2005 in Journal of Applied Probability |
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Continuous-Time Markov Decision Processes BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability |
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Applications to Finance BOOK CHAPTER published in Stochastic Modelling and Applied Probability |
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Book review: Discrete-time Markov control processes: Basic optimality criteria. O. Hernandexz-Lerma and J.-B. Lasserre. Springer -Verlag, Berlin, 1996. xiv+216pp. DM84 (hardcover/softcover) ISBN 0-387-94579-2 JOURNAL ARTICLE published December 1996 in Applied Stochastic Models and Data Analysis |
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Book review: Discrete‐time Markov control processes: Basic optimality criteria. O. Hernandexz‐Lerma and J.-B. Lasserre. Springer -Verlag, Berlin, 1996. xiv+216pp. DM84 (hardcover/softcover) ISBN 0-387-94579-2 JOURNAL ARTICLE published December 1996 in Applied Stochastic Models and Data Analysis |
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Continuous-Time Markov Decision Processes BOOK published 2009 in Stochastic Modelling and Applied Probability |
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Markov Decision Processes BOOK CHAPTER published in Stochastic Modelling and Applied Probability |
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Markov Decision Processes BOOK CHAPTER published 2010 in Applied Probability and Stochastic Processes |
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Markov Renewal Processes, Markov Random Walks and Semi-Markov Processes BOOK CHAPTER published in Applied Semi-Markov Processes |
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Discounted continuous-time constrained Markov decision processes in Polish spaces JOURNAL ARTICLE published 1 October 2011 in The Annals of Applied Probability |
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Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters JOURNAL ARTICLE published December 2011 in Journal of Applied Probability |
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Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters JOURNAL ARTICLE published December 2011 in Journal of Applied Probability |
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Modelling: Markov Chains and Markov Processes BOOK CHAPTER published 1998 in Applied Stochastic Models and Control for Finance and Insurance |
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E. B. Dynkin, Markov Processes. Volume I und II. (Die Grundlehren der mathematischen Wissenschaften, Band 121/122) VII + 365 S. und VIII + 274 S. Berlin/Heidelberg/New York 1965. Springer‐Verlag. Preis geb. DM 96, — JOURNAL ARTICLE published January 1966 in ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik |
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Dynkin, E. B./Yushkevich, A. A., Controlled Markov Processes. Grundlehren der mathematischen Wissenschaften 235. Berlin‐Heidelberg‐New York, Springer‐Verlag 1979. XVII, 289 S., 36 Abb., DM 79,50. US $ 46.90. ISBN 3‐540‐90387‐9 JOURNAL ARTICLE published January 1981 in ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik |
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Markov and Semi-Markov Reward Processes BOOK CHAPTER published in Applied Semi-Markov Processes |