검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions Cao XR IEEE Transactions on Automatic Control, 62(12), 6136, 2017 |
| 2 |
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 |
| 3 |
Optimal reflection of diffusions and barrier options pricing under constraints Bouchard B SIAM Journal on Control and Optimization, 47(4), 1785, 2008 |
| 4 |
A d-person differential game with state space constraints Ramasubramanian S Applied Mathematics and Optimization, 56(3), 312, 2007 |
| 5 |
Neumann-type boundary conditions for Hamilton-Jacobi equations in smooth domains Day MV Applied Mathematics and Optimization, 53(3), 359, 2006 |