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Publications by Christoph Belak
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem With Transaction Costs
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Related publications
Log-Optimal Portfolio-Selection Strategies With Proportional Transaction Costs
Machine Learning for Financial Engineering
Uniqueness of Constrained Viscosity Solutions in Hybrid Control Systems
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Finite Horizon Optimal Investment and Consumption With Transaction Costs
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Optimal Portfolio Choice With Predictability in House Prices and Transaction Costs
SSRN Electronic Journal
Uniqueness for Positive Solutions of $P$-Laplacian Problem in an Annulus
Annales de la faculté des sciences de Toulouse Mathématiques
A Multi-Asset Investment and Consumption Problem With Transaction Costs
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
Viscosity Solutions of Optimal Stopping Problems
Stochastics and Stochastic Reports
Infinite Resonant Solutions and Turning Points in a Problem With Unbounded Bifurcation
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
Modeling
Engineering
Multidisciplinary
Applied Mathematics
Simulation
On Optimal Solutions in a Problem With Two-Dimensional Bounded Control
