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Itens para a visualização no momento 121-130 of 261
Discussões Temáticas - Índices e Indicadores
(2017-08-09)
Programação III Colóquio de Pesquisa Aplicada da FGV
(2017-08-08)
Sessão III - As Escolas e a Pesquisa Aplicada na FGV
(2017-08-08)
On the origins of monetary exchange
(2017-05-30)
Optimal selling mechanisms under moment conditions
(2017-04-08)
We study the revenue maximization problem of a seller who is partially informed about the distribution of buyer's valuations, only knowing its first N moments. The seller chooses the mechanism generating the best revenue ...
Stochastic control and differential games with path-dependent controls
(2017-03-05)
In this paper we consider the functional Itˆo calculus framework to find a path- dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems with path-dependence in the controls. We also prove ...
Second order necessary and sufficient optimality conditions for singular solutions of partially-affine control problems
(2017-03-02)
In this article we study optimal control problems for sys- tems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality ...
