검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
AN ADVERSE SELECTION APPROACH TO POWER PRICING Alasseur C, Ekeland I, Elie R, Santibanez NH, Possamai D SIAM Journal on Control and Optimization, 58(2), 686, 2020 |
| 2 |
CONTRACTING THEORY WITH COMPETITIVE INTERACTING AGENTS Elie R, Possamai D SIAM Journal on Control and Optimization, 57(2), 1157, 2019 |
| 3 |
ON A CLASS OF PATH-DEPENDENT SINGULAR STOCHASTIC CONTROL PROBLEMS Elie R, Moreau L, Possamai D SIAM Journal on Control and Optimization, 56(5), 3260, 2018 |
| 4 |
OPTIMAL CONTROL UNDER STOCHASTIC TARGET CONSTRAINTS Bouchard B, Elie R, Imbert C SIAM Journal on Control and Optimization, 48(5), 3501, 2010 |
| 5 |
STOCHASTIC TARGET PROBLEMS WITH CONTROLLED LOSS Bouchard B, Elie R, Touzi N SIAM Journal on Control and Optimization, 48(5), 3123, 2009 |
| 6 |
Finite Time Merton Strategy under Drawdown Constraint: A Viscosity Solution Approach Elie R Applied Mathematics and Optimization, 58(3), 411, 2008 |