검색결과 : 9건
| No. | Article |
|---|---|
| 1 |
Singular Control of the Drift of a Brownian System Federico S, Ferrari G, Schuhmann P Applied Mathematics and Optimization, 84(SUPPL 1), S561, 2021 |
| 2 |
A SINGULAR STOCHASTIC CONTROL PROBLEM WITH INTERCONNECTED DYNAMICS Federico S, Ferrari G, Schuhmann P SIAM Journal on Control and Optimization, 58(5), 2821, 2020 |
| 3 |
DYNKIN GAMES WITH POISSON RANDOM INTERVENTION TIMES Liang GC, Sun HD SIAM Journal on Control and Optimization, 57(4), 2962, 2019 |
| 4 |
THE MULTIPLAYER NONZERO-SUM DYNKIN GAME IN CONTINUOUS TIME Hamadene S, Mohammed H SIAM Journal on Control and Optimization, 52(2), 821, 2014 |
| 5 |
A MULTIDIMENSIONAL STOCHASTIC SINGULAR CONTROL PROBLEM VIA DYNKIN GAME AND DIRICHLET FORM Yang YP SIAM Journal on Control and Optimization, 52(6), 3807, 2014 |
| 6 |
DYNKIN GAME OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS AND ASSOCIATED BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL VARIATIONAL INEQUALITY Yang Z, Tang SJ SIAM Journal on Control and Optimization, 51(1), 64, 2013 |
| 7 |
THE CONTINUOUS TIME NONZERO-SUM DYNKIN GAME PROBLEM AND APPLICATION IN GAME OPTIONS Hamadene S, Zhang JF SIAM Journal on Control and Optimization, 48(5), 3659, 2010 |
| 8 |
Bounded variation singular stochastic control and dynkin game Boetius F SIAM Journal on Control and Optimization, 44(4), 1289, 2005 |
| 9 |
Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions Fukushima M, Taksar M SIAM Journal on Control and Optimization, 41(3), 682, 2002 |