Applied Mathematics and Optimization
Applied Mathematics and Optimization, Vol.68, No.2 Entire volume, number list
ISSN: 0095-4616 (Print)
In this Issue (7 articles)
| 145 - 155 |
Pricing of Claims in Discrete Time with Partial Information Dahl KR |
| 157 - 179 |
Quantile Portfolio Optimization Under Risk Measure Constraints Cahuich LD, Hernandez-Hernandez D |
| 181 - 217 |
Stochastic Maximum Principle for Optimal Control of SPDEs Fuhrman M, Hu Y, Tessitore G |
| 219 - 253 |
Feasible Perturbations of Control Systems with Pure State Constraints and Applications to Second-Order Optimality Conditions Hoehener D |
| 255 - 274 |
A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics Brunovsky P, Cerny A, Winkler M |
| 275 - 287 |
Invariant Measures for Monotone SPDEs with Multiplicative Noise Term Es-Sarhir A, Scheutzow M, Tolle JM, van Gaans O |
| 289 - 309 |
Kalman Duality Principle for a Class of Ill-Posed Minimax Control Problems with Linear Differential-Algebraic Constraints Zhuk S |