Optimal investment with high-watermark performance fee Karel Janeˇcek

First Page		Document Content
Date: 2011-01-05 10:31:21 Dynamic programming Mathematical optimization Partial differential equations Stochastic control Hamilton–Jacobi–Bellman equation Optimal control Bellman equation Sturm–Liouville theory Calculus Mathematical analysis Control theory		Optimal investment with high-watermark performance fee Karel Janeˇcek Add to Reading List Source URL: www.ma.utexas.edu Download Document from Source Website File Size: 2,68 MB Share Document on Facebook

	Exploratory Data Analysis Tools Stelian Ion∗ Technical Reports Abstract In this paper we review some mathematical tools to analyze ecological data. We focus on DocID: 1vqrO - View Document
	K. Murota, University of Tokyo, Japan Matrices and Matroids for Systems Analysis A matroid is an abstract mathematical structure that captures combinatorial properties of matrices. This book offers a unique introduction DocID: 1vdBT - View Document
	Network-Design Sensitivity Analysis Paul Tune and Matthew Roughan School of Mathematical Sciences The University of Adelaide, Australia {paul.tune,matthew.roughan}@adelaide.edu.au DocID: 1vdkB - View Document
	Universit¨at Stuttgart Institut fu¨r Systemtheorie und Regelungstechnik Prof. Dr.–Ing. Frank Allg¨ower Open Thesis (BA, MA, SA) Mathematical modeling and analysis of DocID: 1v77P - View Document
	Probability: Subjective and Mathematical Author(s): Peter J. R. Millican Source: Analysis, Vol. 44, No. 1 (Jan., 1984), ppPublished by: Oxford University Press on behalf of The Analysis Committee Stable URL: http DocID: 1v72E - View Document