검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
A CONSTRAINED CONTROL PROBLEM WITH DEGENERATE COEFFICIENTS AND DEGENERATE BACKWARD SPDEs WITH SINGULAR TERMINAL CONDITION Horst U, Qiu J, Zhang Q SIAM Journal on Control and Optimization, 54(2), 946, 2016 |
| 2 |
DYNKIN GAME OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS AND ASSOCIATED BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL VARIATIONAL INEQUALITY Yang Z, Tang SJ SIAM Journal on Control and Optimization, 51(1), 64, 2013 |
| 3 |
L-p Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space Du K, Qiu JNA, Tang SJ Applied Mathematics and Optimization, 65(2), 175, 2012 |
| 4 |
Necessary Conditions for Optimal Control of Stochastic Evolution Equations in Hilbert Spaces Al-Hussein A Applied Mathematics and Optimization, 63(3), 385, 2011 |