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Stochastic Optimal Control
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Minimizing the Probability of Ruin in Exchange Rate Markets
Keyword:
optimal investment
,
stochastic calculus
, and
Stochastic Optimal Control
Creator:
Chase, Tyler A.
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-04-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Optimal Bounded Control and Relevant Response Analysis for Random Vibrations
Keyword:
Random Vibration
,
Dynamic Programming
,
Hamilton-Jacobi-Bellman equation
,
Stochastic Optimal Control
, and
Energy Balance method
Creator:
Iourtchenko, Daniil V
Advisor:
Dimentberg, Mikhail F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2001-05-25
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mechanical Engineering
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Creator
Chase, Tyler A.
1
Iourtchenko, Daniil V
1
Advisor
Dimentberg, Mikhail F.
1
Sayit, Hasanjan
1
Contributor
Dimentberg, Mikhail F.
1
Hagglund, Raymond R.
1
Hou, Zhikun
1
Sayit, Hasanjan
1
Weekes, Suzanne L.
1
Unit (Department)
Mathematical Sciences
1
Mechanical Engineering
1
Publisher
Worcester Polytechnic Institute
2
Resource type
Dissertation
1
Report
1
