Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications
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Published By Springer International Publishing

9783030254971, 9783030254988

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Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_9 ◽

2019 ◽

pp. 181-200

Author(s):

Beatris A. Escobedo-Trujillo ◽

Héctor Jasso-Fuentes

Keyword(s):

Differential Games ◽

Infinite Horizon ◽

Stochastic Differential Games ◽

Correlated Equilibria

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Numerical Approximations for Discounted Continuous Time Markov Decision Processes

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_7 ◽

2019 ◽

pp. 147-171

Author(s):

François Dufour ◽

Tomás Prieto-Rumeau

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

Numerical Approximations ◽

Markov Decision

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American Option Model and Negative Fichera Function on Degenerate Boundary

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_5 ◽

2019 ◽

pp. 95-113

Author(s):

Xiaoshan Chen ◽

Zhuo Jin ◽

Qingshuo Song

Keyword(s):

American Option ◽

Option Model

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A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_12 ◽

2019 ◽

pp. 261-281

Author(s):

Daniel Hernández-Hernández ◽

Erick Treviño-Aguilar

Keyword(s):

Certainty Equivalent ◽

Free Model

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Some Linear-Quadratic Stochastic Differential Games Driven by State Dependent Gauss-Volterra Processes

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_8 ◽

2019 ◽

pp. 173-179

Author(s):

Tyrone E. Duncan ◽

Bozenna Pasik-Duncan

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic ◽

State Dependent

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Stochastic Multigroup Epidemic Models: Duration and Final Size

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_20 ◽

2019 ◽

pp. 483-507

Author(s):

Aadrita Nandi ◽

Linda J. S. Allen

Keyword(s):

Epidemic Models ◽

Final Size

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On Optimal Stopping and Impulse Control with Constraint

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_18 ◽

2019 ◽

pp. 427-450

Author(s):

J. L. Menaldi ◽

M Robin

Keyword(s):

Optimal Stopping ◽

Impulse Control

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Linear-Quadratic McKean-Vlasov Stochastic Differential Games

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_19 ◽

2019 ◽

pp. 451-481

Author(s):

Enzo Miller ◽

Huyên Pham

Keyword(s):

Differential Games ◽

Stochastic Differential Games ◽

Linear Quadratic

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Information Diffusion in Social Networks: Friendship Paradox Based Models and Statistical Inference

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_16 ◽

2019 ◽

pp. 369-406 ◽

Cited By ~ 2

Author(s):

Vikram Krishnamurthy ◽

Buddhika Nettasinghe

Keyword(s):

Social Networks ◽

Statistical Inference ◽

Information Diffusion

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Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_1 ◽

2019 ◽

pp. 1-20

Author(s):

Ari Arapostathis ◽

Hassan Hmedi ◽

Guodong Pang ◽

Nikola Sandrić

Keyword(s):

Rates Of Convergence ◽

Many Server Queues

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Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games

Numerical Approximations for Discounted Continuous Time Markov Decision Processes

American Option Model and Negative Fichera Function on Degenerate Boundary

A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index

Some Linear-Quadratic Stochastic Differential Games Driven by State Dependent Gauss-Volterra Processes

Stochastic Multigroup Epidemic Models: Duration and Final Size

On Optimal Stopping and Impulse Control with Constraint

Linear-Quadratic McKean-Vlasov Stochastic Differential Games

Information Diffusion in Social Networks: Friendship Paradox Based Models and Statistical Inference

Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications
Latest Publications