Projects funded by the NCN
Analysis of asymptotical and non convex stochastic control problems with applications
2020/37/B/ST1/00463
Keywords:
risk sensitive control problems average cost per unit time problems additive and multiplicative Poisson equations illiquid markets markets with friction nonproportional transaction costs nonconvex control problems
Descriptors:
- ST1_18: Control theory and optimisation
- ST1_13: Probability and statistics
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 19 - announced on 2020-03-16
Amount awarded: 492 600 PLN
Project start date (Y-m-d): 2021-01-19
Project end date (Y-m-d): 2024-01-18
Project duration:: 36 months (the same as in the proposal)
Project status: Project completed
Project description
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