Optimal portfolios: stochastic models for optimal investment and risk management in continuous time 9810232152, 9789810232153, 9789812385345

Stochastic optimal control : the discrete time case, Volume 139 (Mathematics in Science and Engineering) 0120932601, 9780120932603

103 32 2MB Read more

Continuous Time Dynamical Systems: State Estimation and Optimal Control with Orthogonal Functions 1466517298, 9781466517295

Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criter

458 21 1MB Read more

Stochastic Calculus for Finance II : Continuous-Time Models (Springer Finance) 0387401008

332 51 36MB Read more

Stochastic Optimal Transportation: Stochastic Control with Fixed Marginals (SpringerBriefs in Mathematics) [1st ed. 2021] 9811617538, 9789811617539

In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous st

127 37 1MB Read more

Stochastic Optimal Transportation: Stochastic Control with Fixed Marginals (SpringerBriefs in Mathematics) 9811617538, 9789811617539

In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous st

119 94 2MB Read more

Discrete-Time Inverse Optimal Control for Nonlinear Systems 1466580879, 9781466580879

Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabiliz

504 12 3MB Read more

Optimal Strategies in Sports Economics and Management 3642132049, 9783642132049

During the last century, we have witnessed the birth and evolution of sport as an economic activity, which has created j

111 1 3MB Read more

Optimal Control Models in Finance: A New Computational Approach 0387235701

The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, opt

490 104 1MB Read more

General Equilibrium, Overlapping Generations Models, and Optimal Growth Theory 9780674020924

This book presents general equilibrium theory for advanced undergraduate and graduate-level economics students. It discu

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Optimal Risk-Return Trade-Offs of Commercial Banks: and the Suitability of Profitability Measures for Loan Portfolios (Lecture Notes in Economics and Mathematical Systems, 578)

1.1 Problem Statement and Research Question Active loan portfolio management is becoming more and more imp- tant. In the

108 37 2MB Read more