검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
STOCHASTIC TARGET PROBLEMS WITH CONTROLLED LOSS IN JUMP DIFFUSION MODELS Moreau L SIAM Journal on Control and Optimization, 49(6), 2577, 2011 |
| 2 |
The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints Bouchard B, Vu TN Applied Mathematics and Optimization, 61(2), 235, 2010 |
| 3 |
OPTIMAL CONTROL UNDER STOCHASTIC TARGET CONSTRAINTS Bouchard B, Elie R, Imbert C SIAM Journal on Control and Optimization, 48(5), 3501, 2010 |
| 4 |
THE DYNAMIC PROGRAMMING EQUATION FOR SECOND ORDER STOCHASTIC TARGET PROBLEMS Soner HM, Touzi N SIAM Journal on Control and Optimization, 48(4), 2344, 2009 |
| 5 |
STOCHASTIC TARGET PROBLEMS WITH CONTROLLED LOSS Bouchard B, Elie R, Touzi N SIAM Journal on Control and Optimization, 48(5), 3123, 2009 |