简介:OptimalcontainmentcontrolforaclassofstochasticsystemsperturbedbyPoissonandwienerprocesses.OptimalFinancingofaCorporationSubjecttoRandomReturns:ASummary.Optimalstrategiesforergodiccontrolproblemsarisingfromportfoliooptimization.OptimalityofThresholdTransmissionPoliciesinGilbertElliottFadingChannels.Optimizationofutilityfor“largerinvestor”withanticipation.