검색결과 : 9건
| No. | Article |
|---|---|
| 1 |
ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT THE ISAACS CONDITION: RANDOM RULES OF PRIORITY AND INTERMEDIATE HAMILTONIANS Hernandez-Hernandez D, Sirbu M SIAM Journal on Control and Optimization, 56(3), 2095, 2018 |
| 2 |
ASYMPTOTIC PERRON'S METHOD AND SIMPLE MARKOV STRATEGIES IN STOCHASTIC GAMES AND CONTROL Sirbu M SIAM Journal on Control and Optimization, 53(4), 1713, 2015 |
| 3 |
STOCHASTIC PERRON'S METHOD AND ELEMENTARY STRATEGIES FOR ZERO-SUM DIFFERENTIAL GAMES Sirbu M SIAM Journal on Control and Optimization, 52(3), 1693, 2014 |
| 4 |
ON MARTINGALE PROBLEMS WITH CONTINUOUS-TIME MIXING AND VALUES OF ZERO-SUM GAMES WITHOUT THE ISAACS CONDITION Sirbu M SIAM Journal on Control and Optimization, 52(5), 2877, 2014 |
| 5 |
STOCHASTIC PERRON'S METHOD FOR HAMILTON-JACOBI-BELLMAN EQUATIONS Bayraktar E, Sirbu M SIAM Journal on Control and Optimization, 51(6), 4274, 2013 |
| 6 |
SHADOW PRICES AND WELL-POSEDNESS IN THE PROBLEM OF OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS Choi JH, Sirbu M, Zitkovic G SIAM Journal on Control and Optimization, 51(6), 4414, 2013 |
| 7 |
OPTIMAL INVESTMENT WITH HIGH-WATERMARK PERFORMANCE FEE Janecek K, Sirbu M SIAM Journal on Control and Optimization, 50(2), 790, 2012 |
| 8 |
A two-person game for pricing convertible bonds Sirbu M, Shreve SE SIAM Journal on Control and Optimization, 45(4), 1508, 2006 |
| 9 |
Perpetual convertible bonds Sirbu M, Pikovsky I, Shreve SE SIAM Journal on Control and Optimization, 43(1), 58, 2004 |