Seminars: A. N. Shiryaev, On stochastic optimization problems for the diffusion processes and methods of their solution by reduction to the Stefan problem with unknown boundaries for the Poisson equation

SEMINARS


Steklov Mathematical Institute Seminar March 2, 2006 16:00, Moscow, Steklov Mathematical Institute of RAS, Conference Hall (8 Gubkina)

On stochastic optimization problems for the diffusion processes and methods of their solution by reduction to the Stefan problem with unknown boundaries for the Poisson equation A. N. Shiryaev Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
http://youtu.be/_zPc5LZxSnM