검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
MEAN-FIELD LEADER-FOLLOWER GAMES WITH TERMINAL STATE CONSTRAINT Fu GX, Horst U SIAM Journal on Control and Optimization, 58(4), 2078, 2020 |
| 2 |
OPTIMAL TRADE EXECUTION WITH INSTANTANEOUS PRICE IMPACT AND STOCHASTIC RESILIENC Graewe P, Horst U SIAM Journal on Control and Optimization, 55(6), 3707, 2017 |
| 3 |
MEAN FIELD GAMES WITH SINGULAR CONTROLS Fu GX, Horst U SIAM Journal on Control and Optimization, 55(6), 3833, 2017 |
| 4 |
A CONSTRAINED CONTROL PROBLEM WITH DEGENERATE COEFFICIENTS AND DEGENERATE BACKWARD SPDEs WITH SINGULAR TERMINAL CONDITION Horst U, Qiu J, Zhang Q SIAM Journal on Control and Optimization, 54(2), 946, 2016 |
| 5 |
A NON-MARKOVIAN LIQUIDATION PROBLEM AND BACKWARD SPDES WITH SINGULAR TERMINAL CONDITIONS Graewe P, Horst U, Qiu JN SIAM Journal on Control and Optimization, 53(2), 690, 2015 |