| 1 |
A Verification Theorem for Optimal Stopping Problems with Expectation Constraints
Ankirchner S, Klein M, Kruse T
Applied Mathematics and Optimization, 79(1), 145, 2019 |
| 2 |
STOCHASTIC OPTIMAL CONTROL WITH DELAY IN THE CONTROL II: VERIFICATION THEOREM AND OPTIMAL FEEDBACKS
Gozzi F, Masiero F
SIAM Journal on Control and Optimization, 55(5), 3013, 2017 |
| 3 |
On Classical and Restricted Impulse Stochastic Control for the Exchange Rate
Bertola G, Runggaldier WJ, Yasuda K
Applied Mathematics and Optimization, 74(2), 423, 2016 |
| 4 |
DYNAMIC PROGRAMMING FOR OPTIMAL CONTROL PROBLEMS WITH DELAYS IN THE CONTROL VARIABLE
Federico S, Tacconi E
SIAM Journal on Control and Optimization, 52(2), 1203, 2014 |
| 5 |
Characterization of stochastic control with optimal stopping in a Sobolev space
Chen XS, Song QS, Yi FH, Yin G
Automatica, 49(6), 1654, 2013 |
| 6 |
Relationship Between MP and DPP for the Stochastic Optimal Control Problem of Jump Diffusions
Shi JT, Wu Z
Applied Mathematics and Optimization, 63(2), 151, 2011 |
| 7 |
ON OPTIMAL HARVESTING PROBLEMS IN RANDOM ENVIRONMENTS
Song QS, Stockbridge RH, Zhu C
SIAM Journal on Control and Optimization, 49(2), 859, 2011 |
| 8 |
HJB EQUATIONS FOR THE OPTIMAL CONTROL OF DIFFERENTIAL EQUATIONS WITH DELAYS AND STATE CONSTRAINTS, II: VERIFICATION AND OPTIMAL FEEDBACKS
Federico S, Goldys B, Gozzi F
SIAM Journal on Control and Optimization, 49(6), 2378, 2011 |
| 9 |
A CORRECTED PROOF OF THE STOCHASTIC VERIFICATION THEOREM WITHIN THE FRAMEWORK OF VISCOSITY SOLUTIONS (vol 43, pg 2009, 2005)
Gozzi F, Swiech A, Zhou XY
SIAM Journal on Control and Optimization, 48(6), 4177, 2010 |
| 10 |
OPTIMAL STOPPING PROBLEM FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS
Chang MH, Pang T, Yong JM
SIAM Journal on Control and Optimization, 48(2), 941, 2009 |
