VOL. 7 · NO. 1 | 2007
 
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Articles
Bohdan Maslowski, Jan Pospíšil
Commun. Inf. Syst. 7 (1), 1-20, (2007)
KEYWORDS: parameter identification, ergodicity, Stochastic partial differential equations, fractional Brownian motion, fractional Ornstein-Uhlenbeck process
Yaozhong Hu, David Nualart
Commun. Inf. Syst. 7 (1), 21-30, (2007)
No abstract available
Jan Palczewski, Lukasz Stettner
Commun. Inf. Syst. 7 (1), 31-58, (2007)
KEYWORDS: Portfolio optimization, Growth rate, Transaction costs, incomplete information, Markov process, impulsive strategy, optimal control, vanishing discount
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, Steven I. Marcus
Commun. Inf. Syst. 7 (1), 59-92, (2007)
KEYWORDS: (adaptive) sampling, Markov decision process, population-based algorithms
M. Pemy, Q. Zhang, G. Yin
Commun. Inf. Syst. 7 (1), 93-110, (2007)
KEYWORDS: optimal control, state constraint, selling rule
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