Wendell H. Fleming - researchr alias

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Viewing Publication 1 - 12 from 12

2006

Risk sensitive stochastic control and differential gamesWendell H. Fleming. cominfsys, 6(3):161-177, 2006. [doi]

2004

On the optimal balance between consumption and investmentWendell H. Fleming, David Hernandez-Hernandez. cdc 2006: 3915-3918 [doi]

An Application of Stochastic Control Theory to Financial EconomicsWendell H. Fleming, Tao Pang. siamco, 43(2):502-531, 2004. [doi]

2003

An optimal consumption model with stochastic volatilityWendell H. Fleming, Daniel Hernández-Hernández. fs, 7(2):245-262, 2003. [doi]

2001

Robust Limits of Risk Sensitive Nonlinear FiltersWendell H. Fleming, William M. McEneaney. mcss, 14(2):109-142, 2001. [doi]

2000

A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear FilteringWendell H. Fleming, William M. McEneaney. siamco, 38(3):683-710, 2000. [doi]

1995

∞, norms for nonlinear systemsWendell H. Fleming, M. R. James. mcss, 8(3):199-221, 1995. [doi]

1992

Stochastic Control and Large DeviationsWendell H. Fleming. inria 1992: 291-300

1991

Numerical Methods for an Optimal Investment-Consumption ModelBen G. Fitzpatrick, Wendell H. Fleming. mor, 16(4):823-841, 1991. [doi]

An Optimal Investment/Consumption Model with BorrowingWendell H. Fleming, Thaleia Zariphopoulou. mor, 16(4):802-822, 1991. [doi]

1990

Optimal Control of Diffusion Processes (Vivek S. Borkar)Wendell H. Fleming. siamrev, 32(3):503-504, 1990. [doi]

1989

Perturbation Methods in Optimal Control (Alain Bensoussan)Wendell H. Fleming. siamrev, 31(4):693-694, 1989. [doi]

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