검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
UTILITY MAXIMIZATION IN A REGIME SWITCHING MODEL WITH CONVEX PORTFOLIO CONSTRAINTS AND MARGIN REQUIREMENTS: OPTIMALITY RELATIONS AND EXPLICIT SOLUTIONS Heunis AJ SIAM Journal on Control and Optimization, 53(4), 2608, 2015 |
| 2 |
QUADRATIC RISK MINIMIZATION IN A REGIME-SWITCHING MODEL WITH PORTFOLIO CONSTRAINTS Donnelly C, Heunis AJ SIAM Journal on Control and Optimization, 50(4), 2431, 2012 |
| 3 |
Convergence of nonlinear filters for randomly perturbed dynamical systems Lucic VM, Heunis AJ Applied Mathematics and Optimization, 48(2), 93, 2003 |
| 4 |
Law of the iterated logarithm for a constant-gain linear stochastic gradient algorithm Joslin JA, Heunis AJ SIAM Journal on Control and Optimization, 39(2), 533, 2000 |