4. Mathematics
  5. Optimization and Control

Traian A. Pirvu

Mathematics – Optimization and Control

Scientist

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A Portfolio Decomposition Formula

Mathematics – Probability
Scientific paper

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Investment and Consumption without Commitment

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Maximizing the Growth Rate under Risk Constraints

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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On a Non-Standard Stochastic Control Problem

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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On Investment-Consumption with Regime-Switching

Mathematics – Optimization and Control
Scientific paper

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