Seminars: A. N. Shiryaev, On stochastic optimization problems for the diffusion processes and methods of their solution by reduction to the Stefan problem with unknown boundaries for the Poisson equation

Seminars

RUS ENG

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

Steklov Mathematical Institute Seminar
March 2, 2006 16:00, Moscow, Steklov Mathematical Institute of RAS, Conference Hall (8 Gubkina)

On stochastic optimization problems for the diffusion processes and methods of their solution by reduction to the Stefan problem with unknown boundaries for the Poisson equation

A. N. Shiryaev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow