M. H. A. Davis

Publication Activity (10 Years)

Years Active: 1978-1999
Publications (10 Years): 0

Publications

M. Farid, M. H. A. Davis
Optimal consumption and exploration: A case studyin piecewise‐deterministic Markov modelling. Ann. Oper. Res. 88 (1999)
M. H. A. Davis, A. R. Norman
Portfolio Selection with Transaction Costs. Math. Oper. Res. 15 (4) (1990)
Oswaldo L. V. Costa, M. H. A. Davis
Impulse control of piecewise-deterministic processes. Math. Control. Signals Syst. 2 (3) (1989)
E. M. Hemerly, M. H. A. Davis
Recursive Order Estimation of Stochastic Control Systems. Math. Syst. Theory 22 (4) (1989)
Oswaldo L. V. Costa, M. H. A. Davis
Approximations for optimal stopping of a piecewise-deterministic process. Math. Control. Signals Syst. 1 (2) (1988)
M. H. A. Davis, M. Kohlmann
Stochastic control by measure transformation: A general existence result. Inf. Sci. 21 (3) (1980)
M. H. A. Davis
A direct proof of innovations/observations equivalence for Gaussian procedures (Corresp.). IEEE Trans. Inf. Theory 24 (2) (1978)