검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
Two Characterizations of Optimality in Dynamic Programming Karatzas I, Sudderth WD Applied Mathematics and Optimization, 61(3), 421, 2010 |
| 2 |
UTILITY MAXIMIZATION WITH HABIT FORMATION: DYNAMIC PROGRAMMING AND STOCHASTIC PDEs Englezos N, Karatzas I SIAM Journal on Control and Optimization, 48(2), 481, 2009 |
| 3 |
Martingale approach to stochastic control with discretionary stopping Karatzas I, Zamfirescu IM Applied Mathematics and Optimization, 53(2), 163, 2006 |
| 4 |
Control with partial observations and an explicit solution of Mortensen's equation Benes VE, Karatzas I, Ocone D, Wang H Applied Mathematics and Optimization, 49(3), 217, 2004 |
| 5 |
A barrier option of American type Karatzas I, Wang H Applied Mathematics and Optimization, 42(3), 259, 2000 |
| 6 |
Utility maximization with discretionary stopping Karatzas I, Wang H SIAM Journal on Control and Optimization, 39(1), 306, 2000 |
| 7 |
The Stochastic Maximum Principle for Linear, Convex Optimal-Control with Random-Coefficients Cadenillas A, Karatzas I SIAM Journal on Control and Optimization, 33(2), 590, 1995 |