Mathematics – Optimization and Control
Scientist
Mathematics
Optimization and Control
Scientist
A Direct Method for Solving Optimal Switching Problems of One-Dimensional Diffusions
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays
An Analysis of Monotone Follower Problems for Diffusion Processes
An optimal life insurance policy in the investment-consumption problem in an incomplete market
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