Peter Grandits

Peter Grandits


FAM TU Wien

Publications (PDF)

Talks (Word)

CV (PDF)

Teaching winter term 2016/17

Stochastische Kontrolltheorie WS 2016

Handouts

Teaching summer term 2017

Sachvmuebungen (PDF)

Daten (PDF)

Beispiele für 12.6.2017: 73-80


Themen für das Projektpraktikum mit Bachelor-Arbeit SS 2017 (LVA 105.113)

Themen Grandits(pgrand@fam.tuwien.ac.at)

Themen Kernecker(petra.kernecker@uniqa.at)

Themen Warnung(richard.f.warnung@gmail.com)

Themen Weber (Christian.Weber@cor.fja.com)


Some recent articles

An optimal consumption problem in finite time with a constraint on the ruin probability

Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon

Optimal consumption in a Brownian model with absorption and finite time horizon

Optimal consumption under deterministic income

Asymptotic behavior of an optimal barrier in a constraint optimal consumption problem