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Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales
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Discounted robust stochastic games with applications to homeland security and flow control
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Stochastic differential equations driven by fractional Brownian motion and Poisson jumps
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Monte Carlo methods of forward backward stochastic differential equations in high dimensions
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On non-zero-sum stochastic game problems with stopping times
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Pathwise stochastic analysis and related topics
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Iterative path integral stochastic optimal control: theory and applications to motor control
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Topics in algorithms for new classes of non-cooperative games
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Game theoretical models in supply chain management
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Differential Game Theory Approach To Modeling Dynamic Imperfect Market Processes
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Strategic and transitory models of queueing systems
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Smarter markets for a smarter grid: pricing randomness, flexibility and risk
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Some extensions of stochastic square law combat models and approximations
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Dynamic approaches for some time inconsistent problems
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A stochastic Markov chain approach for tennis: Monte Carlo simulation and modeling
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Equilibrium model of limit order book and optimal execution problem
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Dynamic network model for systemic risk
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Some topics on continuous time principal-agent problem
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Topics on dynamic limit order book and its related computation
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Computational tumor ecology: a model of tumor evolution, heterogeneity, and chemotherapeutic response
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Landscape analysis and algorithms for large scale non-convex optimization
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Distributed resource management for QoS-aware service provision
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Essays on information, incentives and operational strategies
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Essays on service systems
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Essays on supply chain management
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