검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
REBALANCING WITH LINEAR AND QUADRATIC COSTS Liu R, Muhle-Karbe J, Weber MH SIAM Journal on Control and Optimization, 55(6), 3533, 2017 |
| 2 |
Information Relaxation and Dual Formulation of Controlled Markov Diffusions Ye F, Zhou EL IEEE Transactions on Automatic Control, 60(10), 2676, 2015 |
| 3 |
A partial information non-zero sum differential game of backward stochastic differential equations with applications Wang GC, Yu ZY Automatica, 48(2), 342, 2012 |
| 4 |
A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications Wang GC, Yu ZY IEEE Transactions on Automatic Control, 55(7), 1742, 2010 |