Mathematical Control Theory and Finance
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23

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5

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Published By Springer Berlin Heidelberg

9783540695318, 9783540695325

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_11 ◽

2008 ◽

pp. 187-210 ◽

Author(s):

Jean-Paul Gauthier ◽

Vladimir Zakalyukin

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External Dynamical Equivalence of Analytic Control Systems

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_4 ◽

2008 ◽

pp. 55-69 ◽

Author(s):

Zbigniew Bartosiewicz ◽

Ewa Pawłuszewicz

Keyword(s):

Control Systems ◽

Dynamical Equivalence

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Instalment Options: A Closed-Form Solution and the Limiting Case

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_12 ◽

2008 ◽

pp. 211-229 ◽

Author(s):

Susanne Griebsch ◽

Christoph Kühn ◽

Uwe Wystup

Keyword(s):

Closed Form ◽

Closed Form Solution ◽

Form Solution ◽

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Carleman Linearization of Linearly Observable Polynomial Systems

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_17 ◽

2008 ◽

pp. 311-323 ◽

Author(s):

Dorota Mozyrska ◽

Zbigniew Bartosiewicz

Keyword(s):

Polynomial Systems

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Higher-Order Calculus of Variations on Time Scales

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_9 ◽

2008 ◽

pp. 149-159 ◽

Author(s):

Rui A. C. Ferreira ◽

Delfim F. M. Torres

Keyword(s):

Calculus Of Variations ◽

Time Scales ◽

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On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_5 ◽

2008 ◽

pp. 71-94 ◽

Author(s):

Ljudmila A. Bordag

Keyword(s):

Nonlinear Model ◽

Option Valuation ◽

Invariant Solutions ◽

Illiquid Markets

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Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_8 ◽

2008 ◽

pp. 137-148 ◽

Author(s):

Eugene A. Feinberg

Keyword(s):

Stochastic Control ◽

Multiple Criteria ◽

Control Problems ◽

Stochastic Control Problems

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Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_21 ◽

2008 ◽

pp. 377-386 ◽

Author(s):

Albert N. Shiryaev

Keyword(s):

Sufficient Statistics ◽

Quickest Detection

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Observability of Nonlinear Control Systems on Time Scales - Sufficient Conditions

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_18 ◽

2008 ◽

pp. 325-335 ◽

Author(s):

Ewa Pawłuszewicz

Keyword(s):

Nonlinear Control ◽

Control Systems ◽

Time Scales ◽

Sufficient Conditions ◽

Nonlinear Control Systems

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Existence and Lipschitzian Regularity for Relaxed Minimizers

Mathematical Control Theory and Finance ◽

10.1007/978-3-540-69532-5_13 ◽

2008 ◽

pp. 231-250 ◽

Author(s):

Manuel Guerra ◽

Andrey Sarychev

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