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Robust utility maximization with intractable claims
We study a continuous-time expected utility maximization problem in which the investor at maturity receives the value of a contingent claim in addition to the investment payoff from the financial market.
Color Image Edge Detection using Multi-scale and Multi-directional Gabor filter
Second, a set of Gabor filters are used to smooth the input images and the color edge strength maps are extracted, which are fused into a new ESM with the noise robustness and accurate edge extraction.
Dynamic Programming Principle for Backward Doubly Stochastic Recursive Optimal Control Problem and Sobolev Weak Solution of The Stochastic Hamilton-Bellman Equation
In this paper, we study backward doubly stochastic recursive optimal control problem where the cost function is described by the solution of a backward doubly stochastic differential equation.
Probability Optimization and Control
