검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
Multiperiod mean-standard-deviation time consistent portfolio selection Bannister H, Goldys B, Penev S, Wu W Automatica, 73, 15, 2016 |
| 2 |
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 |
| 3 |
HJB EQUATIONS FOR THE OPTIMAL CONTROL OF DIFFERENTIAL EQUATIONS WITH DELAYS AND STATE CONSTRAINTS, I: REGULARITY OF VISCOSITY SOLUTIONS Federico S, Goldys B, Gozzi F SIAM Journal on Control and Optimization, 48(8), 4910, 2010 |
| 4 |
AN LQ PROBLEM FOR THE HEAT EQUATION ON THE HALFLINE WITH DIRICHLET BOUNDARY CONTROL AND NOISE Fabbri G, Goldys B SIAM Journal on Control and Optimization, 48(3), 1473, 2009 |