Serrano, Rafael
- Existence of optimal controls for stochastic Volterra equations
2022/07/11 by Cárdenas, Andrés, Pulido, Sergio, Serrano, Rafael · 2 citations
#60G22 #60H20 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
- On the LP formulation in measure spaces of optimal control problems for\n jump-diffusions
2015/04/13 by Rafael Serrano, Serrano, Rafael · 1 citation
Economics, Econometrics and Finance · Mathematics · Social Sciences · #35D40 #90C05 #93E20 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Insurance, Mortality, Demography, Risk Management #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications