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Optimal performance of a tontine overlay subject to withdrawal constraints
Forsyth, Peter A., Vetzal, Kenneth R., Westmacott, Graham
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2024)
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2024)
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Journal Article
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Identification, Knowledge Engineering and Digital Modeling for Adaptive and Intelligent Control
Year of Publication 2023
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eBook
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The entropic measure transform
WANG, Renjie, HYNDMAN, Cody, KRATSIOS, Anastasis
Published in Canadian journal of statistics (01.03.2020)
Published in Canadian journal of statistics (01.03.2020)
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Second moment constraints and the control problem of Markov jump linear systems
Vargas, Alessandro N., Furloni, Walter, do Val, João B.R.
Published in Numerical linear algebra with applications (01.03.2013)
Published in Numerical linear algebra with applications (01.03.2013)
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Optimal stochastic control of discrete-time systems subject to total variation distance uncertainty
Charalambous, Charalambos D, Rezaei, Farzad, Tzortzis, Ioannis
Published in 49th IEEE Conference on Decision and Control (CDC) (01.12.2010)
Published in 49th IEEE Conference on Decision and Control (CDC) (01.12.2010)
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Conference Proceeding
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Risk-averse Stochastic Nonlinear Model Predictive Control for Real-time Safety-critical Systems
Sajadi-Alamdari, Seyed Amin, Voos, Holger, Darouach, Mohamed
Published in IFAC-PapersOnLine (01.07.2017)
Published in IFAC-PapersOnLine (01.07.2017)
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Journal Article
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The Contruction of Portfolios of Financial Assets: An Application of Optimal Stochastic Control
Published in The Control Handbook
(2011)
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Book Chapter
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METHOD FOR CALCULATION OF DISPERSIONS OF DEPENDENT VARIABLES OF A STOCHASTIC MODEL OF QUASI-STATIONARY OPERATING MODES OF THE MAIN WATER PIPELINE
Matviienko, Olha, Manchynska, Nataliia
Published in Sučasnij stan naukovih doslìdženʹ ta tehnologìj v promislovostì (Online) (31.12.2022)
Published in Sučasnij stan naukovih doslìdženʹ ta tehnologìj v promislovostì (Online) (31.12.2022)
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METHOD FOR CALCULATION OF DISPERSIONS OF DEPENDENT VARIABLES OF A STOCHASTIC MODEL OF QUASI-STATIONARY OPERATING MODES OF THE MAIN WATER PIPELINE
Olha Matviienko, Nataliia Manchynska
Published in Sučasnij stan naukovih doslìdženʹ ta tehnologìj v promislovostì (Online) (01.12.2022)
Published in Sučasnij stan naukovih doslìdženʹ ta tehnologìj v promislovostì (Online) (01.12.2022)
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