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Browsing by Keyword : stochastic control

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Integrating Path Integral Control With Backstepping Control to Regulate Stochastic System File

Bae, Shinyoung , Oh, Tae Hoon , Kim, Jong Woo , Kim, Yeonsoo , Lee, Jong Min

Article Issue Date2023-07 View74
Optimal consumption and investment with liquid and illiquid assets File

Choi, Jin Hyuk

Article Issue Date2020-04 View119
Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions File File

Gang, Tae Ung , Choi, Jin Hyuk

Article Issue Date2025-07 View77
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