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M. H. A. Davis

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Journal Articles

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1999
[j7]
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M. Farid, M. H. A. Davis:
Optimal consumption and exploration: A case studyin piecewise‐deterministic Markov modelling. Ann. Oper. Res. 88: 121-137 (1999)
1990
[j6]
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M. H. A. Davis, A. R. Norman:
Portfolio Selection with Transaction Costs. Math. Oper. Res. 15(4): 676-713 (1990)
1989
[j5]
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Oswaldo L. V. Costa, M. H. A. Davis:
Impulse control of piecewise-deterministic processes. Math. Control. Signals Syst. 2(3): 187-206 (1989)
[j4]
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E. M. Hemerly, M. H. A. Davis:
Recursive Order Estimation of Stochastic Control Systems. Math. Syst. Theory 22(4): 323-346 (1989)
1988
[j3]
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Oswaldo L. V. Costa, M. H. A. Davis:
Approximations for optimal stopping of a piecewise-deterministic process. Math. Control. Signals Syst. 1(2): 123-146 (1988)
1980
[j2]
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M. H. A. Davis, M. Kohlmann:
Stochastic control by measure transformation: A general existence result. Inf. Sci. 21(3): 195-208 (1980)
1978
[j1]
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M. H. A. Davis:
A direct proof of innovations/observations equivalence for Gaussian procedures (Corresp.). IEEE Trans. Inf. Theory 24(2): 252-254 (1978)

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