검색결과 : 8건
| No. | Article |
|---|---|
| 1 |
The stochastic reach-avoid problem and set characterization for diffusions Esfahani PM, Chatterjee D, Lygeros J Automatica, 70, 43, 2016 |
| 2 |
WEAK DYNAMIC PROGRAMMING PRINCIPLE FOR VISCOSITY SOLUTIONS Bouchard B, Touzi N SIAM Journal on Control and Optimization, 49(3), 948, 2011 |
| 3 |
STOCHASTIC TARGET PROBLEMS WITH CONTROLLED LOSS IN JUMP DIFFUSION MODELS Moreau L SIAM Journal on Control and Optimization, 49(6), 2577, 2011 |
| 4 |
The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints Bouchard B, Vu TN Applied Mathematics and Optimization, 61(2), 235, 2010 |
| 5 |
OPTIMAL CONTROL UNDER STOCHASTIC TARGET CONSTRAINTS Bouchard B, Elie R, Imbert C SIAM Journal on Control and Optimization, 48(5), 3501, 2010 |
| 6 |
STOCHASTIC TARGET PROBLEMS WITH CONTROLLED LOSS Bouchard B, Elie R, Touzi N SIAM Journal on Control and Optimization, 48(5), 3123, 2009 |
| 7 |
Regularity of the eikonal equation with Neumann boundary conditions in the plane: Application to fronts with nonlocal terms Cardaliaguet P, Marchi C SIAM Journal on Control and Optimization, 45(3), 1017, 2006 |
| 8 |
Stochastic target problems, dynamic programming, and viscosity solutions Soner HM, Touzi N SIAM Journal on Control and Optimization, 41(2), 404, 2002 |