검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations Foresta N Applied Mathematics and Optimization, 83(3), 1219, 2021 |
| 2 |
Stochastic recursive optimal control problem of reflected stochastic differential systems Feng XW International Journal of Control, 93(9), 2187, 2020 |
| 3 |
REGULARITY PROPERTIES FOR GENERAL HJB EQUATIONS: A BACKWARD STOCHASTIC DIFFERENTIAL EQUATION METHOD Buckdahn R, Huang JH, Li J SIAM Journal on Control and Optimization, 50(3), 1466, 2012 |