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  1. Neykova, Daniela [Author] ; Zagst, Rudi [Degree supervisor]; Escobar, Marcos [Degree supervisor]; Korn, Ralf [Degree supervisor]

    Optimal Investment Strategies under Affine Markov-Switching Models : Theory, Examples and Implementation

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    München: Universitätsbibliothek der TU München, 2016

  2. Fabrini, Giulia [Author] ; Paris 6 [Contributor]; Università degli studi (Gênes, Italie) [Contributor]; Almeida, Luis [Contributor]; Bagnerini, Patrizia [Contributor]; Gaggero, Mauro [Contributor]

    Numerical methods for optimal control problems with biological applications ; Méthodes numériques des problèmes de contrôle optimal avec des applications en biologie

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    theses.fr, 2017-04-26

  3. Dang, Florian [Author] ; Versailles-St Quentin en Yvelines [Contributor]; Emad Petiton, Nahid [Contributor]

    Sequential/parallel reusability study on solving Hamilton-Jacobi-Bellman equations ; Etude de la réutilisabilité séquentielle/parallèle pour la résolution des équations Hamilton-Jacobi-Bellman

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    theses.fr, 2015-07-22

  4. Brinker, Leonie Violetta [Author]; Schmidli, Hanspeter [Author]

    Optimisation of drawdowns by generalised reinsurance in the classical risk model

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    2023

    Published in: Decisions in economics and finance ; 46(2023), 2 vom: Dez., Seite 635-665

  5. Shigeta, Yuki [Author]

    A continuous-time utility maximization problem with borrowing constraints in macroeconomic heterogeneous agent models : a case of regular controls under Markov chain uncertainty

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    Kyoto City, Japan: Graduate School of Economics, Kyoto University, October, 2022

    Published in: Discussion paper series ; 2022,9

  6. Martin, Jessica [Author]; Villeneuve, Stéphane [Author]

    A Class of Explicit optimal contracts in the face of shutdown

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    [Toulouse]: Toulouse School of Economics, January 2021

    Published in: Toulouse School of Economics: Working papers ; 1183