검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
PARAMETER UNCERTAINTY IN THE KALMAN-BUCY FILTER Allan AL, Cohen SN SIAM Journal on Control and Optimization, 57(3), 1646, 2019 |
| 2 |
NASH EQUILIBRIA FOR GAME CONTINGENT CLAIMS WITH UTILITY-BASED HEDGING Kentia K, Kuhn C SIAM Journal on Control and Optimization, 56(6), 3948, 2018 |
| 3 |
A WEAK DYNAMIC PROGRAMMING PRINCIPLE FOR COMBINED OPTIMAL STOPPING/STOCHASTIC CONTROL WITH epsilon(f)-EXPECTATIONS Dumitrescu R, Quenez MC, Sulem A SIAM Journal on Control and Optimization, 54(4), 2090, 2016 |
| 4 |
ON THE ROBUST OPTIMAL STOPPING PROBLEM Bayraktar E, Yao S SIAM Journal on Control and Optimization, 52(5), 3135, 2014 |
| 5 |
BACKWARD STOCHASTIC DIFFERENCE EQUATIONS AND NEARLY TIME-CONSISTENT NONLINEAR EXPECTATIONS Cohen SN, Elliott RJ SIAM Journal on Control and Optimization, 49(1), 125, 2011 |