Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical diï¬...
Abstract. We propose a convergent implicit stabilized finite element discretization of the nonstationary incompressible magnetohydrodynamics equations with variable density, viscos...
Electronic Blocks are a new programming interface, designed for children aged between three and eight years. The Electronic Blocks programming environment includes sensor blocks, ...
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...