Wendell H. Fleming

12 papers Journal 10Unranked 2
YearRankTypeTitle / Venue / Authors
2006 J jnl
Risk sensitive stochastic control and differential games.
Commun. Inf. Syst.
Wendell H. Fleming
2004 J jnl
An Application of Stochastic Control Theory to Financial Economics.
SIAM J. Control. Optim.
Wendell H. Fleming, Tao Pang
2004 — conf
On the optimal balance between consumption and investment.
CDC
Wendell H. Fleming, David Hernandez-Hernandez
2003 J jnl
An optimal consumption model with stochastic volatility.
Finance Stochastics
Wendell H. Fleming, Daniel Hernández-Hernández
2001 J jnl
Robust Limits of Risk Sensitive Nonlinear Filters.
Math. Control. Signals Syst.
Wendell H. Fleming, William M. McEneaney
2000 J jnl
A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering.
SIAM J. Control. Optim.
Wendell H. Fleming, William M. McEneaney
1995 J jnl
The risk-sensitive index and the
Math. Control. Signals Syst.
Wendell H. Fleming, Matthew R. James
1992 — conf
Stochastic Control and Large Deviations.
25th Anniversary of INRIA
Wendell H. Fleming
1991 J jnl
An Optimal Investment/Consumption Model with Borrowing.
Math. Oper. Res.
Wendell H. Fleming, Thaleia Zariphopoulou
1991 J jnl
Numerical Methods for an Optimal Investment-Consumption Model.
Math. Oper. Res.
Ben G. Fitzpatrick, Wendell H. Fleming
1990 J jnl
Optimal Control of Diffusion Processes (Vivek S. Borkar).
SIAM Rev.
Wendell H. Fleming
1989 J jnl
Perturbation Methods in Optimal Control (Alain Bensoussan).
SIAM Rev.
Wendell H. Fleming