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Exact matches for:

1. Goldys B, Wu W
Beniamin Goldys, Wei Wu: On a class of singular stochastic control problems driven by Lévy noise, Stochastic Processes and their Applications, 129 (2019), no. 9, 3174–3206. MR4203628


2. Goldys B, Wu W
Ben Goldys and Wei Wu: Dynamic Programming Principle for Stochastic Control Problems driven by General Lévy Noise, (2016), preprint.


3. Bannister H, Goldys B, Penev S, Wu W
Hugh Bannister, Ben Goldys, Spiridon Penev, Wei Wu: Multiperiod Mean-Standard-Deviation Time Consistent Portfolio Selection, (2016), preprint.


4. Bannister H, Goldys B, Penev S, Wu W
Hugh Bannister, Beniamin Goldys, Spiridon Penev, Wei Wu: Multiperiod mean-standard-deviation time consistent portfolio selection, Automatica, 73 (2016), 15–26. MR3552055


5. Goldys B, Wu W
Ben Goldys and Wei Wu: Dynamic programming principle for stochastic control problems driven by general Lévy noise, Stochastic Analysis and Applications, 34 (2016), no. 6, 1083–1093.


Number of matches: 5