검색결과 : 11건
| No. | Article |
|---|---|
| 1 |
SYSTEMS OF ERGODIC BSDEs ARISING IN REGIME SWITCHING FORWARD PERFORMANCE PROCESSES Hu Y, Liang GC, Tang SJ SIAM Journal on Control and Optimization, 58(4), 2503, 2020 |
| 2 |
REGULATION OF RENEWABLE RESOURCE EXPLOITATION Kharroubi I, Lim T, Mastrolia T SIAM Journal on Control and Optimization, 58(1), 551, 2020 |
| 3 |
DYNKIN GAMES WITH POISSON RANDOM INTERVENTION TIMES Liang GC, Sun HD SIAM Journal on Control and Optimization, 57(4), 2962, 2019 |
| 4 |
A GENERAL STOCHASTIC MAXIMUM PRINCIPLE FOR A MARKOV REGIME SWITCHING JUMP-DIFFUSION MODEL OF MEAN-FIELD TYPE Zhang X, Sun ZY, Xiong J SIAM Journal on Control and Optimization, 56(4), 2563, 2018 |
| 5 |
THE EXISTENCE OF GAME VALUE FOR PATH-DEPENDENT STOCHASTIC DIFFERENTIAL GAME Zhang F SIAM Journal on Control and Optimization, 55(4), 2519, 2017 |
| 6 |
Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information Huang JH, Wang SJ, Wu Z IEEE Transactions on Automatic Control, 61(12), 3784, 2016 |
| 7 |
STOCHASTIC CONTROL REPRESENTATIONS FOR PENALIZED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS Liang GC SIAM Journal on Control and Optimization, 53(3), 1440, 2015 |
| 8 |
ERGODIC BSDEs DRIVEN BY MARKOV CHAINS Cohen SN, Hu Y SIAM Journal on Control and Optimization, 51(5), 4138, 2013 |
| 9 |
SUPERHEDGING AND DYNAMIC RISK MEASURES UNDER VOLATILITY UNCERTAINTY Nutz M, Soner M SIAM Journal on Control and Optimization, 50(4), 2065, 2012 |
| 10 |
BACKWARD STOCHASTIC DIFFERENCE EQUATIONS AND NEARLY TIME-CONSISTENT NONLINEAR EXPECTATIONS Cohen SN, Elliott RJ SIAM Journal on Control and Optimization, 49(1), 125, 2011 |