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1
by Cossin, Didier, Aparicio Acosta, Felipe M.
Published 2001
Springer US
Table of Contents: “... -- 3. Control of guarantees -- 4. Other applications -- 3. Elements of Optimal Control -- 1. Optimal...”
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2
by Stein, Jerome L.
Published 2012
Springer New York
Table of Contents: “... processes, Early Warning Signals -- Application of Stochastic Optimal Control to Financial crisis 2007-08...”
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3
by Stein, Jerome L.
Published 2006
Oxford University Press
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4
by Schijndel, Geert-Jan C.T.van
Published 1988
Springer Berlin Heidelberg
Table of Contents: “...Appendix A1: The Solution of the Optimal Control Problems Formulated in the Chapters Two and Five...”
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5
by Kraft, Holger
Published 2004
Springer Berlin Heidelberg
Table of Contents: “...1 Preliminaries from Stochastics -- 1.1 Stochastic Differential Equations -- 1.2 Stochastic Optimal...”
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6
by Focardi, Sergio M.
Published 2013
Wiley
Table of Contents: “... OF VARIATIONS AND OPTIMAL CONTROL THEORY; STOCHASTIC PROGRAMMING; APPLICATION TO BOND PORTFOLIO: LIABILITY...”
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7
by Stojanovic, Srdjan
Published 2003
Birkhäuser
Table of Contents: “... Numerical PDEs, Optimal Control, and Implied Volatility -- 6 American Style Stock Options -- 6.1 Remarks...”
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8
by Kort, Peter M.
Published 1989
Springer Berlin Heidelberg
“.... such as optimal control theory. calculus of variations and dynamic programming to design and analyse dynamic...”