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Concepts and methods for discrete and continuous time control under uncertainty

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  • Runggaldier, Wolfgang J.

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  • Runggaldier, Wolfgang J., 1998. "Concepts and methods for discrete and continuous time control under uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 25-39, May.
    • Handle: RePEc:eee:insuma:v:22:y:1998:i:1:p:25-39
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    1. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(5), pages 687-698, October.
    2. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(3), pages 381-386, June.
    3. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(4), pages 525-537, August.
    4. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(2), pages 285-292, April.
    5. ,, 1998. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 14(1), pages 151-159, February.
    6. Paolo Pra & Wolfgang Runggaldier & Cristina Rudari, 1997. "On dynamic programming for sequential decision problems under a general form of uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 45(1), pages 81-107, February.
    7. Ward Whitt, 1979. "Approximations of Dynamic Programs, II," Mathematics of Operations Research, INFORMS, vol. 4(2), pages 179-185, May.
    8. Ward Whitt, 1978. "Approximations of Dynamic Programs, I," Mathematics of Operations Research, INFORMS, vol. 3(3), pages 231-243, August.
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    Cited by:

    1. Dassios, Ioannis K. & Szajowski, Krzysztof J., 2016. "Bayesian optimal control for a non-autonomous stochastic discrete time system," Applied Mathematics and Computation, Elsevier, vol. 274(C), pages 556-564.
    2. Miao Jerry C.Y. & Wang Jennifer L., 2006. "Intertemporal Stable Pension Funding," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 1(2), pages 1-15, February.
    3. Pantelous, Athanasios A., 2008. "Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework," Economic Modelling, Elsevier, vol. 25(4), pages 658-675, July.
    4. Jingnan Fan & Andrzej Ruszczyński, 2018. "Risk measurement and risk-averse control of partially observable discrete-time Markov systems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 88(2), pages 161-184, October.

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