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21.
A generalized monotone control problem with average cost criterio. by
  • Parente, Lisandro A
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

22.
Multistage stochastic programs: Time consistency, time inconsistency and martingale bounds. by
  • Pflug, Georg Ch, 1951-
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

23.
Duality-based error estimates for some approximation schemes for optimal investment problems. by
  • Picarelli, Athena
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

24.
An optimal dividend problem with stochastic cash flows. by
  • Reppen, Max
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

25.
Stochastic Variational Inequalities, Optimization And Risk/ Tyrrell Rockafellar. by
  • Rockafellar, R. Tyrrell, 1935-
  • SVAN 2016 (IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Minicurso: Stochastic Variational Inequalities, Optimization And Risk
Availability: No items available.

26.
Stochastic Variational Inequalities in a Dynamical Framework/ Tyrrell Rockafellar. by
  • Rockafellar, R. Tyrrell, 1935-
  • SVAN 2016 (IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Availability: No items available.

27.
Stochastic Convex Optimization Methods In Machine Learning/ Mark Schmidt. by
  • Schmidt, Mark
  • SVAN 2016 (IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Minicurso: Stochastic Convex Optimization Methods In Machine Learning
Availability: No items available.

28.
Martingale Optimal Transport. by
  • Soner, H. Mete
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

29.
Recent advances on zero-sum stochastic games with vanishing stage duration. by
  • Sorin, Sylvain
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Limit value of dynamic zero-sum games with vanishing stage duration
Online access:
Availability: No items available.

30.
Incremental constraint projection methods for monotone stochastic variational inequalities. by
  • Thompson, Philip
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

31.
Stochastic control of path-dependent systems, application to the Principal-Agent problem. by
  • Touzi, Nizar
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

32.
Risk-constrained dynamic asset allocation via stochastic dual dynamic programming. by
  • Valladão, Davi
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

33.
Solving Bilevel Optimization Problems in Image Processing via Inexact Trut Region Methods. by
  • Villacis, David
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

34.
Optimality of doubly reflected Levy processes in singular control. by
  • Yamazaki, Kazutoshi
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

35.
Stochastic programming approach to market clearing. by
  • Zakeri, Golbon
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • A new stochastic program to facilitate intermittent renewable generation.
Online access:
Availability: No items available.

36.
A state constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets. by
  • Zidani, Hasnaa
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Hamilton-Jacobi approach for some stochastic control problems with state constraints
Online access:
Availability: No items available.

37.
Stochastic Optimal Control/ Hasnaa Zidani. by
  • Zidani, Hasnaa
  • SVAN 2016 (IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Minicurso: Stochastic Optimal Control
Availability: No items available.

38.
Calibration of Dupire's Local Volatility Models from Option Data. by
  • Zubelli, Jorge P
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Online access:
Availability: No items available.

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