Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods von Hanson, F.B., Westman, J.J.

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The NLQGP problem: application to a multistage manufacturing system von Westman, J.J., Hanson, F.B.

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Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes von Guoqing Yan, Hanson, F.B.

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Analysis of a model for transport of charged particles in a random magnetic field von Hanson, F.B, Klimas, A, Ramanathan, G.V, Sandri, G

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Computational stochastic dynamic programming on a vector multiprocessor von Hanson, F.B.

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American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models von Hanson, F.B., Guoqing Yan

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Cancer Drug Delivery in Three Dimensions For a Distributed Parameter Control Model Using Finite Elements von Chakrabarty, S.P., Hanson, F.B.

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Optimal control of drug delivery to brain tumors for a test of PDE driven models using the Galerkin finite element method von Chakrabarty, S.P., Hanson, F.B.

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A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model von Zongwu Zhu, Hanson, F.B.

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Optimal control of drug delivery to brain tumors for a distributed parameters model von Chakrabarty, S.P., Hanson, F.B.

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Convergence of Numerical Method for Multistate Stochastic Dynamic Programming von Hanson, F.B., Naimipour, K.

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Parallel stochastic dynamic programming: finite element methods von Chung, S.L., Hanson, F.B., Xu, H.H.

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Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimation von Hanson, F.B., Zongwu Zhu

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State dependent jump models in optimal control von Westman, J.J., Hanson, F.B.

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PDAC: A data parallel algorithm for the performance analysis of closed queueing networks von Hanson, F.B, Mei, Jing-Dong, Tier, Charles, Xu, Huihuang

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Singular and turning point resonance: small perturbations - big effects von Hanson, F.B., Wazwaz, A.-M.

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Computational method for nonlinear stochastic optimal control von Westmann, J.J., Hanson, F.B.

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Optimal consumption and portfolio control for jump-diffusion stock process with log-normal jumps von Hanson, F.B., Westman, J.J.

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Filtering approximation using systematic perturbations of a discrete-time stochastic dynamical system [groundwater pollutant remediation] von Kern, D.L., Hanson, F.B.

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Matched Uniform Approximations for a Singular Boundary Point and an Interior Turning Point von Wazwaz, Abdul-Majid, Hanson, Floyd B.

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