Skip to contents

  1. Mönnig, Laurenz [Author] ; Guiaş, Flavius [Degree supervisor]; Schweizer, Ben [Degree supervisor]

    A worst-case optimization approach to impulse perturbed stochastic control with application to financial risk management

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Dortmund: Universitätsbibliothek Dortmund, 2012

  2. Aïd, René [Author]; Campi, Luciano [Author]; Li, Liangchen [Author]; Ludkovski, Mike [Author]

    An impulse-regime switching game model of vertical competition

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2021

    Published in: Dynamic games and applications ; 11(2021), 4 vom: Dez., Seite 631-669

  3. Hoffmann, Daniel [Author] ; Seifried, Frank [Degree supervisor]; Seifried, Frank [Other]; Schulz, Volker [Other]; Christensen, Sören [Other]

    Stochastic Particle Systems and Optimization - Branching Processes, Mean Field Games and Impulse Control

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Trier: Universität Trier, 2020

  4. Geeraert, Alizée [Author] ; Bordeaux [Contributor]; Dufour, François [Contributor]; Saporta, Benoîte de [Contributor]

    Contrôle optimal stochastique des processus de Markov déterministes par morceaux et application à l’optimisation de maintenance ; Stochastic optimal control for piecewise deterministic Markov processes and application to maintenance optimization

    Thesis
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    theses.fr, 2017-06-06

  5. Baradel, Nicolas [Author] ; Paris Sciences et Lettres (ComUE) [Contributor]; Bouchard-Denize, Bruno [Contributor]

    Contrôle Stochastique Impulsionnel avec Incertitude en Finance et en Assurance ; Impulse Stochastic Control under Uncertainty in Finance and in Insurance

    Thesis
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    theses.fr, 2018-12-20