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Cybernetics / Operations research / Dynamic programming / Optimal control / Equations / Neil Chriss / Hamilton–Jacobi–Bellman equation / Bellman equation / Economic model / Control theory / Mathematical optimization / Systems theory


Optimality Algmren Chriss Alfonsi Schied
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Document Date: 2010-03-27 09:32:11

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File Size: 1,42 MB

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Company

Bank of America Merrill Lynch / /

Event

Bankruptcy / /

Facility

Quadratic-Variation Approach University of Waterloo / Finance Fields Institute / /

Organization

Finance Fields Institute Toronto / University of Waterloo / MIT / /

Person

Jiang Wang Optimal / Neil Chriss Optimal / Anna Obizhaeva / Jim Gatheral / Alexander Schied / Antje Fruth / Robert Almgren / Alla Slynko / Alla Slynko Transient / Alexander Weiss Executing / Silviu Predoiu / Gennady Shaikhet / /

Position

author / model / /

URL

http /

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