검색결과 : 11건
| No. | Article |
|---|---|
| 1 |
ON THE COMPENSATOR IN THE DOOB-MEYER DECOMPOSITION OF THE SNELL ENVELOPE Jacka SD, Norgilas D SIAM Journal on Control and Optimization, 57(3), 1869, 2019 |
| 2 |
THE MULTIPLAYER NONZERO-SUM DYNKIN GAME IN CONTINUOUS TIME Hamadene S, Mohammed H SIAM Journal on Control and Optimization, 52(2), 821, 2014 |
| 3 |
ON THE ROBUST OPTIMAL STOPPING PROBLEM Bayraktar E, Yao S SIAM Journal on Control and Optimization, 52(5), 3135, 2014 |
| 4 |
Snell Envelope with Small Probability Criteria Del Moral P, Hu P, Oudjane N Applied Mathematics and Optimization, 66(3), 309, 2012 |
| 5 |
Stochastic Impulse Control of Non-Markovian Processes Djehiche B, Hamadene S, Hdhiri I Applied Mathematics and Optimization, 61(1), 1, 2010 |
| 6 |
THE CONTINUOUS TIME NONZERO-SUM DYNKIN GAME PROBLEM AND APPLICATION IN GAME OPTIONS Hamadene S, Zhang JF SIAM Journal on Control and Optimization, 48(5), 3659, 2010 |
| 7 |
The American Foreign Exchange Option in Time-Dependent One-Dimensional Diffusion Model for Exchange Rate Rehman N, Shashiashvili M Applied Mathematics and Optimization, 59(3), 329, 2009 |
| 8 |
The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach El Asri B, Hamadene S Applied Mathematics and Optimization, 60(2), 213, 2009 |
| 9 |
A FINITE HORIZON OPTIMAL MULTIPLE SWITCHING PROBLEM Djehiche B, Hamadene S, Popier A SIAM Journal on Control and Optimization, 48(4), 2751, 2009 |
| 10 |
Optimal stopping games for Markov processes Ekstrom E, Peskir G SIAM Journal on Control and Optimization, 47(2), 684, 2008 |