91 Game theory, economics, social and behavioral sciences
91Bxx Mathematical economics (2 articles)
91B70 Stochastic models (4 articles)
- : Handling a Kullback-Leibler divergence random walk for scheduling effective patrol strategies in Stackelberg security games. (English). Kybernetika, vol. 55 (2019), issue 4, pp. 618-640
- : Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization. (English). Kybernetika, vol. 54 (2018), issue 6, pp. 1167-1183
- : On random processes as an implicit solution of equations. (English). Kybernetika, vol. 53 (2017), issue 6, pp. 985-991
- : On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility. (English). Kybernetika, vol. 45 (2009), issue 4, pp. 670-680
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