검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
CHARACTERIZATION OF THE OPTIMAL POLICY FOR A MULTIDIMENSIONAL PARABOLIC SINGULAR STOCHASTIC Boryc M, Kruk L SIAM Journal on Control and Optimization, 54(3), 1657, 2016 |
| 2 |
Optimal policies for n-dimensional singular stochastic control problems part I: The Skorokhod problem Kruk L SIAM Journal on Control and Optimization, 38(5), 1603, 2000 |
| 3 |
Optimal policies for n-dimensional singular stochastic control problems. Part II: The radially symmetric case. Ergodic control Kruk L SIAM Journal on Control and Optimization, 39(2), 635, 2000 |