241 results on '"Saint-Pierre, Patrick"'
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2. Dynamical system with state constraints: theory and applications
3. Adaptive Policy Framework through the Lens of the Viability Theory: A Theoretical Contribution to Sustainability in the Anthropocene Era
4. Rainbow Options in Discrete Time, II
5. Continuous-Time Limits
6. Computational Methods Based on the Guaranteed Capture Basin Algorithm
7. Credit Derivatives
8. Asset and Liability Insurance Management (ALIM) for Risk Eradication
9. Emergence of Risk-Neutral Probabilities from a Game-Theoretic Origin
10. Digital Options
11. Vanilla Options
12. Continuous and Discrete-Time Option Pricing and Interval Market Model
13. Validation
14. Appendix: Proofs
15. Introduction
16. Optimal Hedging Under Robust-Cost Constraints
17. Fair Price Intervals
18. Merton’s Optimal Dynamic Portfolio Revisited
19. Option Pricing: Classic Results
20. Inertia Functions, Viability Oscillators and Hysteresis
21. Restoring Viability
22. Convergence and Viability Theorems
23. Illustrations in Finance and Economics
24. Set-Valued Analysis at a Glance
25. Viability Solutions to Hamilton–Jacobi–Bellman Equations
26. Viability and Dynamic Intertemporal Optimality
27. Viability and Capturability Properties of Evolutionary Systems
28. Viability Solutions to Conservation Laws
29. Regulation of Traffic
30. Viability Solutions to Hamilton–Jacobi Equations
31. Local and Asymptotic Properties of Equilibria
32. Management of Renewable Resources
33. Connection Basins
34. Regulation of Control Systems
35. Viability and Capturability
36. Avoiding Skylla and Charybdis
37. Viability Problems in Robotics
38. Overview and Organization
39. Sustainability of the Dry Forest in Androy: A Viability Analysis
40. Viability Kernels and Capture Basins for Analyzing the Dynamic Behavior: Lorenz Attractors, Julia Sets, and Hutchinson’s Maps
41. A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints
42. Pursuit-Evasion Games with Impulsive Dynamics
43. Differential Games Through Viability Theory: Old and Recent Results
44. Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation
45. A Viability Approach to Global Climate Change Issues
46. Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty
47. The Hybrid Guaranteed Capture Basin Algorithm in Economics
48. Evaluation of Crisis, Reversibility, Alert Management for Constrained Dynamical Systems Using Impulse Dynamical Systems
49. Hybrid Kernels and Capture Basins for Impulse Constrained Systems
50. Set-Valued Numerical Analysis for Optimal Control and Differential Games
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