1–3 von 3 Ergebnissen
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    Explicit solution of a general consumption/investment problem

    Karatzas, Ioannis / Lehoczky, John P. / Sethi, Suresh P. et al. | Springer Verlag | 1986
    Schlagwörter: Control Engineering

    Stationary control of brownian motion in several dimensions

    Mitchell Cox, R. / Karatzas, Ioannis | Springer Verlag | 1986
    Schlagwörter: Control Engineering

    A class of singular stochastic control problems

    Karatzas, Ioannis | Springer Verlag | 1982
    Schlagwörter: Control Engineering , Systems Theory, Control , Calculus of Variations and Optimal Control; Optimization