검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
Appropriate design of auctions for renewable energy support Prequalifications and penalties Kreiss J, Ehrhart KM, Haufe MC Energy Policy, 101, 512, 2017 |
| 2 |
PORTFOLIO SELECTION IN THE ENLARGED MARKOVIAN REGIME-SWITCHING MARKET Zhang X, Siu TK, Meng QB SIAM Journal on Control and Optimization, 48(5), 3368, 2010 |
| 3 |
Portfolio Optimization in a Semi-Markov Modulated Market Ghosh MK, Goswami A, Kumar SK Applied Mathematics and Optimization, 60(2), 275, 2009 |
| 4 |
Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives Tsitsiklis JN, Van Roy B IEEE Transactions on Automatic Control, 44(10), 1840, 1999 |