검색결과 : 4건
No. | Article |
---|---|
1 |
ON LIPSCHITZ CONTINUOUS OPTIMAL STOPPING BOUNDARIES De Angelis T, Stabile G SIAM Journal on Control and Optimization, 57(1), 402, 2019 |
2 |
Optimal Stopping of a Hilbert Space Valued Diffusion: An Infinite Dimensional Variational Inequality Chiarolla M, De Angelis T Applied Mathematics and Optimization, 73(2), 271, 2016 |
3 |
A NOTE ON THE CONTINUITY OF FREE-BOUNDARIES IN FINITE-HORIZON OPTIMAL STOPPING PROBLEMS FOR ONE-DIMENSIONAL DIFFUSIONS De Angelis T SIAM Journal on Control and Optimization, 53(1), 167, 2015 |
4 |
A NONCONVEX SINGULAR STOCHASTIC CONTROL PROBLEM AND ITS RELATED OPTIMAL STOPPING BOUNDARIES De Angelis T, Ferrari G, Moriarty J SIAM Journal on Control and Optimization, 53(3), 1199, 2015 |