Projects funded by the NCN
Stochastic control problems with applications to mathematics of finance
2012/07/B/ST1/03298
Keywords:
stochastic control mathematics of finance stochastic processes
Descriptors:
- ST1_17: Applied mathematics
- ST1_13: Probability and statistics
- ST1_18: Control theory and optimisation
Panel:
ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution :
Instytut Matematyczny Polskiej Akademii Nauk
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 4 - announced on 2012-09-15
Amount awarded: 198 710 PLN
Project start date (Y-m-d): 2013-07-08
Project end date (Y-m-d): 2016-07-07
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled