A major theme of this book is the development of a consistent unified model framework for the evaluation of bond … between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a … deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by …

Stochastic Optimal Control (SOC)-a mathematical theory concerned with minimizing a cost (or maximizing a payout …

career, he has contributed highly influential research on mathematical aspects of Optimal Control Theory, as well as … stability theory for difference inclusions, metric regularity, generalized duality theory, the Bolza problem from a functional … analytic perspective, and fractional calculus. In turn, the book explores various applications of control theory, such as …

, among others, co-author of the popular textbook ""Sethi and Thompson: Optimal Control Theory: Applications to Management …

Optimization Theory and Algorithms -- On the Asymptotic Behavior of a System of Steepest Descent Equations Coupled by a … Methods for Optimal Control with Binary Control Functions Applied to a Lotka-Volterra Type Fishing Problem -- Game Theory …

. The work aims to identify those motives and to describe their effects by using methods of optimal control theory. … methods of optimal control theory …

insight in the basic understanding of cooperative systems as well as in theory, modeling, and applications of cooperative … the basic understanding of cooperative systems as well as in theory, modeling, and applications of cooperative control …

practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …