Peter Grandits
# Peter Grandits

FAM
TU Wien
Publications (PDF)

Talks (Word)

CV (PDF)

## Teaching summer term 2019

Sachvmuebungen (PDF)

Daten (PDF)

Beispiele für 17.6.2019: 89-94

## 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