검색결과 : 7건
| 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 |
Finite-Dimensional Representations for Controlled Diffusions with Delay Federico S, Tankov P Applied Mathematics and Optimization, 71(1), 165, 2015 |
| 4 |
DYNAMIC PROGRAMMING FOR OPTIMAL CONTROL PROBLEMS WITH DELAYS IN THE CONTROL VARIABLE Federico S, Tacconi E SIAM Journal on Control and Optimization, 52(2), 1203, 2014 |
| 5 |
CHARACTERIZATION OF THE OPTIMAL BOUNDARIES IN REVERSIBLE INVESTMENT PROBLEMS Federico S, Pham H SIAM Journal on Control and Optimization, 52(4), 2180, 2014 |
| 6 |
HJB EQUATIONS FOR THE OPTIMAL CONTROL OF DIFFERENTIAL EQUATIONS WITH DELAYS AND STATE CONSTRAINTS, II: VERIFICATION AND OPTIMAL FEEDBACKS Federico S, Goldys B, Gozzi F SIAM Journal on Control and Optimization, 49(6), 2378, 2011 |
| 7 |
HJB EQUATIONS FOR THE OPTIMAL CONTROL OF DIFFERENTIAL EQUATIONS WITH DELAYS AND STATE CONSTRAINTS, I: REGULARITY OF VISCOSITY SOLUTIONS Federico S, Goldys B, Gozzi F SIAM Journal on Control and Optimization, 48(8), 4910, 2010 |