Stochastic Control and Mathematical Modeling
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Published By Cambridge University Press

9781139087353

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Classical Solutions of Hamilton–Jacobi–Bellman Equations

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.006 ◽

2011 ◽

pp. 128-168

Author(s):

Hiroaki Morimoto

Keyword(s):

Classical Solutions ◽

Bellman Equations ◽

Hamilton Jacobi Bellman

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Bibliography

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.022 ◽

2011 ◽

pp. 317-322

Author(s):

Hiroaki Morimoto

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Preface

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.001 ◽

2011 ◽

pp. xi-xiv

Author(s):

H. Morimoto ◽

Hiroaki Morimoto

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Optimal Consumption/Investment Models

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.008 ◽

2011 ◽

pp. 185-196

Author(s):

Hiroaki Morimoto

Keyword(s):

Optimal Consumption ◽

Investment Models

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The Brouwer Fixed-Point Theorem

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.020 ◽

2011 ◽

pp. 308-313

Author(s):

Hiroaki Morimoto

Keyword(s):

Fixed Point ◽

Fixed Point Theorem ◽

Point Theorem ◽

Brouwer Fixed Point Theorem

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Stochastic Differential Equations: Weak Formulation

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.003 ◽

2011 ◽

pp. 51-76

Author(s):

Hiroaki Morimoto

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Weak Formulation

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Optimal Stopping Problems

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.012 ◽

2011 ◽

pp. 252-268

Author(s):

Hiroaki Morimoto

Keyword(s):

Optimal Stopping ◽

Optimal Stopping Problems

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Investment and Exit Decisions

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.013 ◽

2011 ◽

pp. 269-288

Author(s):

Hiroaki Morimoto

Keyword(s):

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Foundations of Stochastic Calculus

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.002 ◽

2011 ◽

pp. 3-50

Author(s):

Hiroaki Morimoto

Keyword(s):

Stochastic Calculus

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Optimal Pollution Control with Long-Run Average Criteria

Stochastic Control and Mathematical Modeling ◽

10.1017/cbo9781139087353.011 ◽

2011 ◽

pp. 237-251

Author(s):

Hiroaki Morimoto

Keyword(s):

Pollution Control ◽

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