| 1 |
Asymptotic Optimality of a First-Order Approximate Strategy for an Exponential Utility Maximization Problem with a Small Coefficient of Wealth-Dependent Risk Aversion
Delong L
Applied Mathematics and Optimization, 84(1), 649, 2021 |
| 2 |
Adaptive near-optimal consensus of high-order nonlinear multi-agent systems with heterogeneity
Zhang YY, Li S
Automatica, 85, 426, 2017 |
| 3 |
ASYMPTOTIC OPTIMAL STRATEGY FOR PORTFOLIO OPTIMIZATION IN A SLOWLY VARYING STOCHASTIC ENVIRONMENT
Fouque JP, Hu RM
SIAM Journal on Control and Optimization, 55(3), 1990, 2017 |
| 4 |
ASYMPTOTICALLY OPTIMAL CONTROLS FOR TIME-INHOMOGENEOUS NETWORKS
Cudina M, Ramanan K
SIAM Journal on Control and Optimization, 49(2), 611, 2011 |
| 5 |
ASYMPTOTICALLY OPTIMAL STRATEGIES FOR ADAPTIVE ZERO-SUM DISCOUNTED MARKOV GAMES
Minjarez-Sosa JA, Vega-Amaya O
SIAM Journal on Control and Optimization, 48(3), 1405, 2009 |
| 6 |
Two person zero-sum semi-markov games with unknown holding times distribution on one side: A discounted payoff criterion
Minjarez-Sosa JA, Luque-Vasquez F
Applied Mathematics and Optimization, 57(3), 289, 2008 |
| 7 |
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time
Liu RH, Zhang Q, Yin G
Automatica, 38(3), 409, 2002 |
| 8 |
Asymptotic optimality of approximate filters in stochastic systems with colored noises
Le Breton A, Roubaud MC
SIAM Journal on Control and Optimization, 39(3), 917, 2000 |
| 9 |
Nonlinear Black-Box Models in System-Identification - Mathematical Foundations
Juditsky A, Hjalmarsson H, Benveniste A, Delyon B, Ljung L, Sjoberg J, Zhang QH
Automatica, 31(12), 1725, 1995 |
