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Filtro per: Parola chiave Stochastic Optimal Control

Minimizing the Probability of Ruin in Exchange Rate Markets

Parola chiave:

optimal investment, stochastic calculus, and Stochastic Optimal Control

Creatore:

Chase, Tyler A.

Advisor:

Sayit, Hasanjan

Editore:

Worcester Polytechnic Institute

data di creazione:

2009-04-30

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Optimal Bounded Control and Relevant Response Analysis for Random Vibrations

Parola chiave:

Random Vibration, Dynamic Programming, Hamilton-Jacobi-Bellman equation, Stochastic Optimal Control, and Energy Balance method

Creatore:

Iourtchenko, Daniil V

Advisor:

Dimentberg, Mikhail F.

Editore:

Worcester Polytechnic Institute

data di creazione:

2001-05-25

Resource Type:

Dissertation

Degree:

PhD

Unit (Department):

Mechanical Engineering