검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND OPTIMAL CONTROL OF MARKED POINT PROCESSES Confortola F, Fuhrman M SIAM Journal on Control and Optimization, 51(5), 3592, 2013 |
| 2 |
OPTIMAL CONTROL FOR STOCHASTIC VOLTERRA EQUATIONS WITH COMPLETELY MONOTONE KERNELS Bonaccorsi S, Confortola F, Mastrogiacomo E SIAM Journal on Control and Optimization, 50(2), 748, 2012 |
| 3 |
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators Briand P, Confortola F Applied Mathematics and Optimization, 57(2), 149, 2008 |