Wendell H. Fleming

According to our database, Wendell H. Fleming authored at least 12 papers between 1989 and 2006.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2006

Risk sensitive stochastic control and differential games.

Wendell H. Fleming

Commun. Inf. Syst., 2006

2004

An Application of Stochastic Control Theory to Financial Economics.

Wendell H. Fleming, Tao Pang

SIAM J. Control. Optim., 2004

On the optimal balance between consumption and investment.

Wendell H. Fleming, David Hernandez-Hernandez

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

An optimal consumption model with stochastic volatility.

Wendell H. Fleming, Daniel Hernández-Hernández

Finance Stochastics, 2003

2001

Robust Limits of Risk Sensitive Nonlinear Filters.

Wendell H. Fleming, William M. McEneaney

Math. Control. Signals Syst., 2001

2000

A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering.

Wendell H. Fleming, William M. McEneaney

SIAM J. Control. Optim., 2000

1995

The risk-sensitive index and the<i>H</i>₂ and<i>H</i>_∞, norms for nonlinear systems.

Wendell H. Fleming, Matthew R. James

Math. Control. Signals Syst., 1995

1992

Stochastic Control and Large Deviations.

Wendell H. Fleming

Proceedings of the Future Tendencies in Computer Science, 1992

1991

An Optimal Investment/Consumption Model with Borrowing.

Wendell H. Fleming, Thaleia Zariphopoulou

Math. Oper. Res., 1991

Numerical Methods for an Optimal Investment-Consumption Model.

Ben G. Fitzpatrick, Wendell H. Fleming

Math. Oper. Res., 1991

1990

Optimal Control of Diffusion Processes (Vivek S. Borkar).

Wendell H. Fleming

SIAM Rev., 1990

1989

Perturbation Methods in Optimal Control (Alain Bensoussan).

Wendell H. Fleming

SIAM Rev., 1989