受控切换扩散过程最优化控制问题研究
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate | 期刊论文 | Haifeng Huo;Xian Wen |
2 | Constrained optimality for controlled switching diffusions with an application to stock purchasing | 期刊论文 | Xianggang Lu |
3 | Block Trading: Building up a Stock Position Under a Regime Switching Model | 期刊论文 | Xianggang Lu |