검색결과 : 322건
| No. | Article |
|---|---|
| 1 |
Small-Time Solvability of a Flow of Forward-Backward Stochastic Differential Equations Hamaguchi Y Applied Mathematics and Optimization, 84(1), 567, 2021 |
| 2 |
A Framework for the Dynamic Programming Principle and Martingale-Generated Control Correspondences Fayvisovich R, Zitkovic G Applied Mathematics and Optimization, 83(3), 1311, 2021 |
| 3 |
Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps Dumitrescu R, Reisinger C, Zhang YF Applied Mathematics and Optimization, 83(3), 1387, 2021 |
| 4 |
Singular Control of the Drift of a Brownian System Federico S, Ferrari G, Schuhmann P Applied Mathematics and Optimization, 84(SUPPL 1), S561, 2021 |
| 5 |
A Modified MSA for Stochastic Control Problems Kerimkulov B, Siska D, Szpruch L Applied Mathematics and Optimization, 84(3), 3417, 2021 |
| 6 |
Gambling for Resurrection and the Heat Equation on a Triangle Ankirchner S, Blanchet-Scalliet C, Kazi-Tani N, Zhou C Applied Mathematics and Optimization, 84(3), 3111, 2021 |
| 7 |
Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions Moon J, Yang HJ IEEE Transactions on Automatic Control, 66(1), 375, 2021 |
| 8 |
Cournot Games with Limited Demand: From Multiple Equilibria to Stochastic Equilibrium Polak I, Privault N Applied Mathematics and Optimization, 81(1), 195, 2020 |
| 9 |
Feedback Optimal Controllers for the Heston Model Barbu V, Benazzoli C, Di Persio L Applied Mathematics and Optimization, 81(3), 739, 2020 |
| 10 |
Asymptotic Optimality of Finite Model Approximations for Partially Observed Markov Decision Processes With Discounted Cost Saldi N, Yuksel S, Linder T IEEE Transactions on Automatic Control, 65(1), 130, 2020 |