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Filtragem por: Palavra-chave Stochastic Optimal Control

Minimizing the Probability of Ruin in Exchange Rate Markets

Palavra-chave:

optimal investment, stochastic calculus, and Stochastic Optimal Control

O Criador:

Chase, Tyler A.

Advisor:

Sayit, Hasanjan

Editor:

Worcester Polytechnic Institute

Data Criada:

2009-04-30

Resource Type:

Report

Degree:

MS

Unit (Department):

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

Palavra-chave:

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

O Criador:

Iourtchenko, Daniil V

Advisor:

Dimentberg, Mikhail F.

Editor:

Worcester Polytechnic Institute

Data Criada:

2001-05-25

Resource Type:

Dissertation

Degree:

PhD

Unit (Department):

Mechanical Engineering