学术探索
学术期刊
新闻热点
数据分析
智能评审

STOCHASTIC-CONTROL OF GEOMETRIC PROCESSES

被引：2
作者：
AASE, KK
机构：
来源：
JOURNAL OF APPLIED PROBABILITY | 1987年 / 24卷 / 01期
关键词：
D O I：
10.2307/3214062
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：97 / 104
页数：8
相关论文
共 12 条
[1]   OPTIMUM PORTFOLIO DIVERSIFICATION IN A GENERAL CONTINUOUS-TIME MODEL [J].
AASE, KK .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 18 (01) :81-98
[2]   RUIN PROBLEMS AND MYOPIC PORTFOLIO OPTIMIZATION IN CONTINUOUS TRADING [J].
AASE, KK .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1986, 21 (02) :213-227
[3]   R-AND-D PROJECTS ANALYZED BY SEMIMARTINGALE METHODS [J].
AASE, KK .
JOURNAL OF APPLIED PROBABILITY, 1985, 22 (02) :288-299
[4]  
AASE KK, 1984, 52 U WASH DEP STAT T
[5]  
AASE KK, 1986, MIT59 SLOAN SCH MAN
[6]   EXISTENCE OF OPTIMAL STRATEGIES BASED ON SPECIFIED INFORMATION, FOR A CLASS OF STOCHASTIC DECISION PROBLEMS [J].
BENES, VE .
SIAM JOURNAL ON CONTROL, 1970, 8 (02) :179-&
[7]  
BREIMAN L., 1960, NAV RES LOG, V7, P647
[8]  
Bremaud, 1981, POINT PROCESSES QUEU, V50
[9]  
ELLIOTT R. J., 1982, STOCHASTIC CALCULUS
[10]  
Gihman I. I., 1979, CONTROLLED STOCHASTI
12