검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
VISCOSITY SOLUTIONS TO HJB EQUATIONS FOR BOUNDARY-NOISE AND BOUNDARY-CONTROL PROBLEMS Swiech A SIAM Journal on Control and Optimization, 58(1), 303, 2020 |
| 2 |
A CORRECTED PROOF OF THE STOCHASTIC VERIFICATION THEOREM WITHIN THE FRAMEWORK OF VISCOSITY SOLUTIONS (vol 43, pg 2009, 2005) Gozzi F, Swiech A, Zhou XY SIAM Journal on Control and Optimization, 48(6), 4177, 2010 |
| 3 |
A corrected proof of the stochastic verification theorem within the framework of viscosity solutions Gozzi F, Swiech A, Zhou XY SIAM Journal on Control and Optimization, 43(6), 2009, 2005 |
| 4 |
Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation Kelome D, Swiech A Applied Mathematics and Optimization, 47(3), 253, 2003 |
| 5 |
Second order Hamilton-Jacobi equations in Hilbert spaces and stochastic boundary control Gozzi F, Rouy E, Swiech A SIAM Journal on Control and Optimization, 38(2), 400, 2000 |