Program for stream Optimal control and stochastic optimal control - theory, methods and applications

FD-04: Optimal control and stochastic optimal control - theory, methods and applications 1
Stream: Optimal control and stochastic optimal control - theory, methods and applications
Room: M:M
Chair(s): Gerhard-Wilhelm Weber

• Analysis of Finance-Human Factor Interactions Using Various Indicators
  Betül Kalaycı, Vilda Purutcuoglu, Gerhard-Wilhelm Weber
• Regime-switching models via stochastic optimal control & robust control theory, with applications in finance and insurance
  Gerhard-Wilhelm Weber, Emel Savku, Ioannis Baltas, Athanasios Yannacopoulos
• Calibration and Higher Lower Partial Moments of Skew Elliptical Distributions
  Kerem Ugurlu