검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Finite-Dimensional Representations for Controlled Diffusions with Delay Federico S, Tankov P Applied Mathematics and Optimization, 71(1), 165, 2015 |
| 2 |
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance Shen Y, Meng QX, Shi P Automatica, 50(6), 1565, 2014 |
| 3 |
ON A CERTAINTY EQUIVALENCE DESIGN OF CONTINUOUS-TIME STOCHASTIC SYSTEMS Kuchler U, Vasiliev VA SIAM Journal on Control and Optimization, 51(2), 938, 2013 |