Research output

  1. Двухуровневая оптимизация в задачах управления стохастическими системами

    Research output: Contribution to journal › Article

  2. On the Gradient Method in One Portfolio Management Problem

    Research output: Contribution to journal › Article › peer-review

  3. О методе моделирования совместных прыжков цен в многомерной модели Бейтса

    Research output: Contribution to journal › Article › peer-review

View all (6) »

Activities

  1. On one method in stochastic optimal control problems with extremal measure

    Activity: Conference talk types › Oral presentation

  2. Application of two-level optimization methods in one portfolio management problem

    Activity: Conference talk types › Oral presentation

  3. On one class of stochastic optimal control problems

    Activity: Conference talk types › Oral presentation

View all (5) »

ID: 13757416