Beispiele für 27.5.2019: 73-80
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)
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