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  • 1-9 of  9 نتائج ل ""Constraints""

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Academic Journal

A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection

Subjects: mean-field control; state constraints; neural networks

  • Source: ISSN: 2155-3289.

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Report

Optimal Unemployment Insurance in a THANK Model

Subjects: Unemployment; Borrowing constraints; Incomplete markets

  • Source: https://sciencespo.hal.science/hal-03652789 ; 2022.

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Report

A new Mertens decomposition of Y g,ξ -submartingale systems. Application to BSDEs with weak constraints at stopping times

Subjects: Mertens decomposition; BSDEs with weak constraints at stopping times; Optimal stopping control

  • Source: https://hal.science/hal-03609246 ; 2022.

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Academic Journal

Optimal Switching in Finite Horizon under State Constraints

Subjects: 93E20; 91G80; Optimal switching

  • Source: ISSN: 0363-0129.

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Book

Monetary Policy and Corporate Investment in France

Subjects: Monetary Policy Shocks; Investment; User Cost of Capital

  • Source: Monetary Policy Transmission in the Euro Area ; https://shs.hal.science/halshs-00112523 ; Angeloni Kashyap Mojon. Monetary Policy Transmission in the Euro Area, Cambridge University Press, pp.187-197,

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Academic Journal

Generalized stochastic target problems for pricing and partial hedging under loss constraints - Application in optimal book liquidation

Subjects: Book liquidation; Stochastic target problems; State constraints

  • Source: ISSN: 0949-2984.

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Report

Do bankers prefer married couples? ; Do bankers prefer married couples?: Marital status and credit constraints in France

Subjects: marriage; credit constraints; signal

  • Source: https://shs.hal.science/halshs-00655584 ; 2011.

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Report

Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing

Subjects: super-hedging; finance; constraints

  • Source: https://hal.science/hal-00839766 ; 2010.

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Report

Backward SDEs with constrained jumps and Quasi-Variational Inequalities

Subjects: Backward stochastic differential equation; jump-diffusion process; jump constraints

  • Source: https://hal.science/hal-00283407 ; 2008.

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  • 1-9 of  9 نتائج ل ""Constraints""