Daniel Andersson
Ph.D.
Papers
Andersson, D. and Djechiche, B. (2011):
A maximum principle for SDEs of
mean-field type,
Applied Mathematics & Optimization, Volume 58, Issue 1, pp. 76-82
Andersson, D. and Djehiche, B. (2010):
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization,
Mathematical Methods of Operations Research, Volume 72, Issue 2, pp. 273-310
Andersson, D (2009):
The relaxed general maximum principle for singular optimal control of diffusions,
Systems & Control Letters,
Volume 8, Issue 1, pp. 76-82
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Preprints
Andersson, D. (2008):
A mixed relaxed singular maximum principle
for linear SDEs with random coefficients,
arXiv:0812.0136v2
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Doctoral thesis
Mathematical
Statistics
Mathematical
Statistics Faculty
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