25 citations · 28 across the 4 of their papers we have counts for
3 papers · 1 filter
Utility Maximisation with Model-independent Constraints
Alexander M. G. Cox, Daniel Hernandez-Hernandez
We consider an agent who has access to a financial market, including derivative contracts, who looks to maximise her utility. Whilst the agent looks to maximise utility over one pr…
A measure-valued HJB perspective on Bayesian optimal adaptive control
Alexander M. G. Cox, Sigrid Källblad, Chaorui Wang
We consider a Bayesian adaptive optimal stochastic control problem where a hidden static signal has a non-separable influence on the drift of a noisy observation. Being allowed to…
Linear and uniform in time bound for the binary branching model with Moran type interactions
A M G Cox, E Horton, D Villemonais
In this note, we recall the definition of the binary branching model with Moran type interactions (BBMMI) introduced in [8]. In this interacting particle system, particles evolve,…