검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
Resolvent-Techniques for Multiple Exercise Problems Christensen S, Lempa J Applied Mathematics and Optimization, 71(1), 95, 2015 |
| 2 |
IMPULSE CONTROL OF MULTIDIMENSIONAL JUMP DIFFUSIONS IN FINITE TIME HORIZON Chen YSA, Guo X SIAM Journal on Control and Optimization, 51(3), 2638, 2013 |
| 3 |
Stochastic Impulse Control of Non-Markovian Processes Djehiche B, Hamadene S, Hdhiri I Applied Mathematics and Optimization, 61(1), 1, 2010 |
| 4 |
SMOOTH FIT PRINCIPLE FOR IMPULSE CONTROL OF MULTIDIMENSIONAL DIFFUSION PROCESSES Guo X, Wu GL SIAM Journal on Control and Optimization, 48(2), 594, 2009 |
| 5 |
A direct solution method for stochastic impulse control problems of one-dimensional diffusions Egami M SIAM Journal on Control and Optimization, 47(3), 1191, 2008 |
| 6 |
A problem of sequential entry and exit decisions combined with discretionary stopping Zervos M SIAM Journal on Control and Optimization, 42(2), 397, 2003 |