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Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics
Mathematical Methods Economics
2015/5/13
Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics.
An Optimal Control Model of the High Plains aquifer for Agricultural Use
Optimal Control Mode High Plains aquifer Agricultural Use
2014/6/3
An Optimal Control Model of the High Plains aquifer for Agricultural Use。
Optimal control of risk process in a regime switching environment
Regime switching diffusion continuity value function exit time
2010/10/21
This paper is concerned with cost optimization of an insurance company. The surplus of the insurance company is modeled by a controlled regime switching diffusion, where the regime switching mechanism...
Optimal control of a big financial company with debt liability under bankrupt probability constraints
Regular-singular stochastic optimal control Stochastic differential
2010/10/21
This paper considers an optimal control of a big financial company with debt liability under bankrupt probability constraints. The company, which faces constant liability payments and has choices to ...
An explicit solution for an optimal stopping/optimal control problem which models an asset sale
explicit solution optimal stopping/optimal control problem models asset sale
2010/12/20
In this article we study an optimal stopping/optimal control problem which models the decision facing a risk-averse agent over when to sell an asset. The market is incomplete so that the asset exposu...