About: On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.springerlink.com/content/a33633532h13ml42/fulltext.pdf
Description	In the present article, we prove a maximum principle for near-optimal stochastic controls for system driven by a nonlinear stochastic differential equations (SDEs in short) with jump processes. The set of controls under consideration is necessarily convex. The proof of our result is based on Ekeland's variational principle. In the present article, we prove a maximum principle for near-optimal stochastic controls for system driven by a nonlinear stochastic differential equations (SDEs in short) with jump processes. The set of controls under consideration is necessarily convex. The proof of our result is based on Ekeland's variational principle. (en)
Title	On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem (en)
skos:prefLabel	On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem (en)
skos:notation	RIV/68407700:21340/12:00192465!RIV13-MSM-21340___
http://linked.open...avai/predkladatel	Fakulta jaderná a fyzikálně inženýrská
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(LG12020), S
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Veverka, Petr
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	České vysoké učení technické v Praze / Fakulta jaderná a fyzikálně inženýrská
http://linked.open...dnocenehoVysledku	156270
http://linked.open...ai/riv/idVysledku	RIV/68407700:21340/12:00192465
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	First-order necessary conditions; Near-optimal stochastic control; Controlled diffusion with jumps; Consumption-investment problem; Ekeland's variational principle; Convex perturbation (en)
http://linked.open.../riv/klicoveSlovo	Consumption-investment problem Controlled diffusion with jumps Convex perturbation Ekeland's variational principle First-order necessary conditions Near-optimal stochastic control
http://linked.open...odStatuVydavatele	DE - Spolková republika Německo
http://linked.open...ontrolniKodProRIV	[5A93DBC8F6E3]
http://linked.open...i/riv/nazevZdroje	Differential Equations and Dynamical Systems
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Advanced statistical analysis and non-statistical separation techniques for physical processing detection in data sets sampled by means of elementary particle accelerators.
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	20
http://linked.open...iv/tvurceVysledku	Abbas, S. Veverka, Petr Hafayed, M.
issn	0971-3514
number of pages	15 (xsd:int)
http://bibframe.org/vocab/doi	10.1007/s12591-012-0108-8
http://localhost/t...ganizacniJednotka	21340
is http://linked.open...avai/riv/vysledek of	On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software