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

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

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

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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

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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

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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 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

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On optimal interconnections for VLSI

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Optimal control problems arising in forest management 9783030235864, 9783030235871

367 101 996KB Read more

Optimal Networks

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Optimal Inspection Models with Their Applications 303122020X, 9783031220203

This booksurveys recent applications of inspection models, maintenance models and cumulative damage models, as well as d

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