4 Treffer für Schlagwort = "Markov chain"
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Markov chains under nonlinear expectation
Nendel, Max
In: Mathematical Finance, Jg. 31 H. 1, S. 474-507
On Nonlinear Expectations and Markov Chains under Model Uncertainty
Nendel, Max
2019
Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Eisenberg, Julia ; Fabrykowski, Lukas ; Schmeck, Maren Diane
2021
A Unifying Framework for Submodular Mean Field Games
Dianetti, Jodi ; Ferrari, Giorgio ; Fischer, Markus ; Nendel, Max
2022