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Daniel Andersson
Daniel Andersson
royal institute of technology
Verified email at bwinparty.com
Title
Cited by
Cited by
Year
A maximum principle for SDEs of mean-field type
D Andersson, B Djehiche
Applied Mathematics & Optimization 63 (3), 341-356, 2011
4322011
The relaxed general maximum principle for singular optimal control of diffusions
D Andersson
Systems & Control Letters 58 (1), 76-82, 2009
122009
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
D Andersson, B Djehiche
Mathematical Methods of Operations Research 72 (2), 273-310, 2010
92010
A mixed relaxed singular maximum principle for linear SDEs with random coefficients
D Andersson
arXiv preprint arXiv:0812.0136, 2008
22008
Contributions to the Stochastic Maximum Principle
D Andersson
KTH, 2009
2009
Necessary Optimality Conditions for Two Stochastic Control Problems
D Andersson
KTH, 2008
2008
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