검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
ON MAXIMIZING CRRA UTILITY IN REGIME SWITCHING MARKETS WITH RANDOM ENDOWMENT Taksar M, Zeng XD SIAM Journal on Control and Optimization, 48(5), 2984, 2009 |
| 2 |
Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete-time Markov chain Taksar M, Zeng XD SIAM Journal on Control and Optimization, 46(4), 1461, 2007 |
| 3 |
Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions Fukushima M, Taksar M SIAM Journal on Control and Optimization, 41(3), 682, 2002 |
| 4 |
A diffusion model for optimal dividend distribution for a company with constraints on risk control Choulli T, Taksar M, Zhou XY SIAM Journal on Control and Optimization, 41(6), 1946, 2002 |
| 5 |
Deterministic Approximation for Stochastic-Control Problems Liptser RS, Runggaldier WJ, Taksar M SIAM Journal on Control and Optimization, 34(1), 161, 1996 |