화학공학소재연구정보센터
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