Optimal Variational Merton Portfolios; Mean-Variance; Expected Wealth - Articles

Matrix Riccati Equations in Optimal Control (Articles)

Malick Ndiaye

Applied Mathematics Vol.15 No.3，March 29, 2024

DOI: 10.4236/am.2024.153011 183 Downloads 635 Views Citations
An Inquiry into the Optimal Portfolio for Equity and Real Estate in Japan (Articles)

Chikashi Tsuji

iBusiness Vol.16 No.2，May 27, 2024

DOI: 10.4236/ib.2024.162003 72 Downloads 280 Views Citations
Relative Efficiencies of Optimal Designs in Four Dimensions Constructed Using Balanced Incomplete Block Designs (Articles)

Kabue Timothy Gichuki, John Gikonyo Kiguta

Open Journal of Statistics Vol.14 No.5，September 30, 2024

DOI: 10.4236/ojs.2024.145018 74 Downloads 370 Views Citations
Synthesis of an Optimal Control for Linear Stationary Discrete Dynamical Systems (Articles)

Arnold Andreevich Baloev

Journal of Applied Mathematics and Physics Vol.12 No.10，October 30, 2024

DOI: 10.4236/jamp.2024.1210210 25 Downloads 162 Views Citations
Policyholder Homogeneity and Equity in the Regulation of Compulsory Health Insurance in Developing Countries (Articles)

Angbonon Eugene Kamalan, Thiedje Omer Kouakou, Kouakou Romaric Kouame

Journal of Mathematical Finance Vol.15 No.1，January 16, 2025

DOI: 10.4236/jmf.2025.151003 54 Downloads 188 Views Citations
Application of Stochastic Control Technique in Production and Inventory Model for a Fixed or Constant Demand Rate (Articles)

Nathaniel Kayode Oladejo

Open Journal of Optimization Vol.14 No.2，June 13, 2025

DOI: 10.4236/ojop.2025.142003 27 Downloads 139 Views Citations
Optimization of Critical Systems for Robustness in a Multistate World (Articles)

Edouard Kujawski

American Journal of Operations Research Vol.3 No.1A，January 30, 2013

DOI: 10.4236/ajor.2013.31A012 3,880 Downloads 6,926 Views Citations
This article belongs to the Special Issue on Complex System
The Expected Value of a Fuzzy Number (Articles)

Mohamed Shenify, Fokrul Alom Mazarbhuiya

International Journal of Intelligence Science Vol.5 No.1，December 22, 2014

DOI: 10.4236/ijis.2015.51001 4,436 Downloads 5,577 Views Citations
Combining Likelihood Information from Independent Investigations (Articles)

L. Jiang, A. Wong

Open Journal of Statistics Vol.5 No.1，February 15, 2015

DOI: 10.4236/ojs.2015.51007 5,655 Downloads 6,694 Views Citations
Probabilistic, Statistical and Algorithmic Aspects of the Similarity of Texts and Application to Gospels Comparison (Articles)

Soumaila Dembele, Gane Samb Lo

Journal of Data Analysis and Information Processing Vol.3 No.4，November 12, 2015

DOI: 10.4236/jdaip.2015.34012 3,671 Downloads 4,513 Views Citations
Non-Homogeneous Stochastic Model for Cyber Security Predictions (Articles)

Pubudu Kalpani Kaluarachchi, Chris P. Tsokos, Sasith M. Rajasooriya

Journal of Information Security Vol.9 No.1，November 30, 2017

DOI: 10.4236/jis.2018.91002 994 Downloads 2,316 Views Citations
Optimization of Cash Management Fluctuation through Stochastic Processes (Articles)

Youssef M. Dib, Najat Kmeid, Hanna Greige, Youssef N. Raffoul

Journal of Mathematical Finance Vol.8 No.2，May 28, 2018

DOI: 10.4236/jmf.2018.82026 1,017 Downloads 2,800 Views Citations
Stability Estimation for Markov Control Processes with Discounted Cost (Articles)

Jaime Eduardo Martínez-Sánchez

Applied Mathematics Vol.11 No.6，June 22, 2020

DOI: 10.4236/am.2020.116036 521 Downloads 1,609 Views Citations
Asymptotic Evaluations of the Stability Index for a Markov Control Process with the Expected Total Discounted Reward Criterion (Articles)

Jaime Eduardo Martínez-Sánchez

American Journal of Operations Research Vol.11 No.1，January 28, 2021

DOI: 10.4236/ajor.2021.111004 371 Downloads 1,034 Views Citations
Modeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution (Articles)

Katu Daniel Edem, Marcel Ndengo

Journal of Financial Risk Management Vol.10 No.3，August 3, 2021

DOI: 10.4236/jfrm.2021.103013 296 Downloads 1,294 Views Citations
Some Applications of Optimal Control in Sustainable Fishing in the Baltic Sea (Articles)

Dmitriy Stukalin, Werner H. Schmidt

Applied Mathematics Vol.2 No.7，July 8, 2011

DOI: 10.4236/am.2011.27115 6,074 Downloads 10,833 Views Citations
Reliability Evaluation Optimal Selection Model of Component-Based System (Articles)

Guo Yong, Wan Tian Tian, Ma Pei Jun, Su Xiao Hong

Journal of Software Engineering and Applications Vol.4 No.7，July 12, 2011

DOI: 10.4236/jsea.2011.47050 4,526 Downloads 8,794 Views Citations
Optimal Operation and Size for an Energy Hub with CCHP (Articles)

Ali Mohammad Ranjbar, Amir Moshari, Hashem Oraee, Aras Sheikhi

Energy and Power Engineering Vol.3 No.5，November 21, 2011

DOI: 10.4236/epe.2011.35080 6,483 Downloads 13,493 Views Citations
Super-Diffusive Noise Source in Asset Dynamics (Articles)

Max-Olivier Hongler

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31004 3,859 Downloads 6,190 Views Citations
Game Russian Options for Double Exponential Jump Diffusion Processes (Articles)

Atsuo Suzuki, Katsushige Sawaki

Journal of Mathematical Finance Vol.4 No.1，January 21, 2014

DOI: 10.4236/jmf.2014.41005 4,301 Downloads 6,468 Views Citations
This article belongs to the Special Issue on Option Pricing Research

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