검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
UTILITY MAXIMIZATION IN A REGIME SWITCHING MODEL WITH CONVEX PORTFOLIO CONSTRAINTS AND MARGIN REQUIREMENTS: OPTIMALITY RELATIONS AND EXPLICIT SOLUTIONS Heunis AJ SIAM Journal on Control and Optimization, 53(4), 2608, 2015 |
| 2 |
Optimal Control of Evolution Mixed Variational Inclusions Alduncin G Applied Mathematics and Optimization, 68(3), 445, 2013 |
| 3 |
Convex optimal control problems with smooth Hamiltonians Goebel R SIAM Journal on Control and Optimization, 43(5), 1787, 2005 |
| 4 |
Fundamental limitations on the time-domain shaping of response to a fixed input Hill RD, Eberhard AC, Wenczel RB, Halpern ME IEEE Transactions on Automatic Control, 47(7), 1078, 2002 |