Daniel Andersson
Ph.D.
Papers
Preprints
Andersson, D., Djehiche,
B. (2007),
A maximum principle for relaxed stochastic control of linear SDEs with
application to bond portfolio optimization, arXiv:0712.0336v2
Andersson, D. (2008), A mixed relaxed singular maximum principle
for linear SDEs with random coefficients, arXiv:0812.0136v2
Andersson, D., Djehiche, B. (2009), A maximum principle
for SDEs of mean-field type |
Mathematical
Statistics
Mathematical
Statistics Faculty
Daniel
Andersson
E-mail: danieand@math.kth.se
|
