Wendell H. Fleming

Publication Activity (10 Years)

Years Active: 1989-2006
Publications (10 Years): 0

Publications

Wendell H. Fleming
Risk sensitive stochastic control and differential games. Commun. Inf. Syst. 6 (3) (2006)
Wendell H. Fleming, Tao Pang
An Application of Stochastic Control Theory to Financial Economics. SIAM J. Control. Optim. 43 (2) (2004)
Wendell H. Fleming, David Hernandez-Hernandez
On the optimal balance between consumption and investment. CDC (2004)
Wendell H. Fleming, Daniel Hernández-Hernández
An optimal consumption model with stochastic volatility. Finance Stochastics 7 (2) (2003)
Wendell H. Fleming, William M. McEneaney
Robust Limits of Risk Sensitive Nonlinear Filters. Math. Control. Signals Syst. 14 (2) (2001)
Wendell H. Fleming, William M. McEneaney
A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering. SIAM J. Control. Optim. 38 (3) (2000)
Wendell H. Fleming, Matthew R. James
, norms for nonlinear systems. Math. Control. Signals Syst. 8 (3) (1995)
Wendell H. Fleming
Stochastic Control and Large Deviations. 25th Anniversary of INRIA (1992)
Wendell H. Fleming, Thaleia Zariphopoulou
An Optimal Investment/Consumption Model with Borrowing. Math. Oper. Res. 16 (4) (1991)
Ben G. Fitzpatrick, Wendell H. Fleming
Numerical Methods for an Optimal Investment-Consumption Model. Math. Oper. Res. 16 (4) (1991)
Wendell H. Fleming
Optimal Control of Diffusion Processes (Vivek S. Borkar). SIAM Rev. 32 (3) (1990)
Wendell H. Fleming
Perturbation Methods in Optimal Control (Alain Bensoussan). SIAM Rev. 31 (4) (1989)