M. H. A. Davis

According to our database, M. H. A. Davis authored at least 7 papers between 1978 and 1999.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

1999

Optimal consumption and exploration: A case studyin piecewise‐deterministic Markov modelling.

M. Farid, M. H. A. Davis

Ann. Oper. Res., 1999

1990

Portfolio Selection with Transaction Costs.

M. H. A. Davis, A. R. Norman

Math. Oper. Res., 1990

1989

Recursive Order Estimation of Stochastic Control Systems.

E. M. Hemerly, M. H. A. Davis

Math. Syst. Theory, 1989

Impulse control of piecewise-deterministic processes.

Oswaldo L. V. Costa, M. H. A. Davis

Math. Control. Signals Syst., 1989

1988

Approximations for optimal stopping of a piecewise-deterministic process.

Oswaldo L. V. Costa, M. H. A. Davis

Math. Control. Signals Syst., 1988

1980

Stochastic control by measure transformation: A general existence result.

M. H. A. Davis, M. Kohlmann

Inf. Sci., 1980

1978

A direct proof of innovations/observations equivalence for Gaussian procedures (Corresp.).

M. H. A. Davis

IEEE Trans. Inf. Theory, 1978