Peter Grandits

Peter Grandits


FAM TU Wien

Publications (PDF)

Talks (Word)

CV (PDF)

Teaching winter term 2018/19

Stochastische Kontrolltheorie WS 2018/19

Handouts

Teaching summer term 2019

Sachvmuebungen (PDF)

Daten (PDF)

Beispiele für 27.5.2019: 73-80


Themen für das Projektpraktikum mit Bachelor-Arbeit SS 2019 (LVA 105.113)

Themen Grandits(pgrand@fam.tuwien.ac.at)

Themen gueluem(Ismail.Cetin.Gueluem@gmx.net)

Themen ecker-lala(wolfgang.ecker-lala@math-up.com)

Themen Weber (Christian.Weber@cor.fja.com)

Some recent articles

An optimal consumption problem in finite time with a constraint on the ruin probability

Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon

Optimal consumption in a Brownian model with absorption and finite time horizon

Optimal consumption under deterministic income

Asymptotic behavior of an optimal barrier in a constraint optimal consumption problem

A ruin problem for a 2 dimensional Brownian motion with controllable drift in the positive quadrant