검색결과 : 16건
| No. | Article |
|---|---|
| 1 |
REPRESENTATION FORMULAS FOR LIMIT VALUES OF LONG RUN STOCHASTIC OPTIMAL CONTROLS Buckdahn R, Li J, Quincampoix M, Renault J SIAM Journal on Control and Optimization, 58(4), 1846, 2020 |
| 2 |
MEAN-FIELD SDE DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND RELATED STOCHASTIC CONTROL PROBLEM Buckdahn R, Jing S SIAM Journal on Control and Optimization, 55(3), 1500, 2017 |
| 3 |
A Stochastic Maximum Principle for General Mean-Field Systems Buckdahn R, Li J, Ma J Applied Mathematics and Optimization, 74(3), 507, 2016 |
| 4 |
GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM Buckdahn R, Nie TY SIAM Journal on Control and Optimization, 54(2), 602, 2016 |
| 5 |
Existence of Asymptotic Values for Nonexpansive Stochastic Control Systems Buckdahn R, Goreac D, Quincampoix M Applied Mathematics and Optimization, 70(1), 1, 2014 |
| 6 |
NONLINEAR STOCHASTIC DIFFERENTIAL GAMES INVOLVING A MAJOR PLAYER AND A LARGE NUMBER OF COLLECTIVELY ACTING MINOR AGENTS Buckdahn R, Li J, Peng SG SIAM Journal on Control and Optimization, 52(1), 451, 2014 |
| 7 |
REGULARITY PROPERTIES FOR GENERAL HJB EQUATIONS: A BACKWARD STOCHASTIC DIFFERENTIAL EQUATION METHOD Buckdahn R, Huang JH, Li J SIAM Journal on Control and Optimization, 50(3), 1466, 2012 |
| 8 |
Stochastic Optimal Control and Linear Programming Approach Buckdahn R, Goreac D, Quincampoix M Applied Mathematics and Optimization, 63(2), 257, 2011 |
| 9 |
A General Stochastic Maximum Principle for SDEs of Mean-field Type Buckdahn R, Djehiche B, Li J Applied Mathematics and Optimization, 64(2), 197, 2011 |
| 10 |
Controlled stochastic differential equations under constraints in infinite dimensional spaces Buckdahn R, Quincampoix M, Tessitore G SIAM Journal on Control and Optimization, 47(1), 218, 2008 |