Applied Mathematics and Optimization
Applied Mathematics and Optimization, Vol.64, No.1 Entire volume, number list
ISSN: 0095-4616 (Print)
In this Issue (6 articles)
| 1 - 12 |
Risk Sensitive Control of Diffusions with Small Running Cost Biswas A |
| 13 - 36 |
Hypoellipticity and Ergodicity of the Wonham Filter as a Diffusion Process Tamura T, Watanabe Y |
| 37 - 69 |
Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes Mikulevicius R, Pragarauskas H |
| 71 - 100 |
On the Value Function of Weakly Coercive Problems in Nonlinear Stochastic Control Motta M, Sartori C |
| 101 - 133 |
Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion Limic N |
| 135 - 154 |
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning Ankirchner S, Dermoune A |