Maximization of a Linear Utility Function over the Set of the Housing Market Short-Term Equilibria

AMS subject classification: 90C05, 90A14.

Efficient Control in Multistage Stochastic Optimization Problem

AMS subject classification: 90C31, 90A09, 49K15, 49L20.

Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.