| 1 |
Fair Valuation of Levy-Type Drawdown-Drawup Contracts with General Insured and Penalty Functions
Palmowski Z, Tumilewicz J
Applied Mathematics and Optimization, 81(2), 301, 2020 |
| 2 |
On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures
Hafayed M, Meherrem S
International Journal of Control, 93(5), 1053, 2020 |
| 3 |
Energy estimates and model order reduction for stochastic bilinear systems
Redmann M
International Journal of Control, 93(8), 1954, 2020 |
| 4 |
ON THE BAILOUT DIVIDEND PROBLEM FOR SPECTRALLY NEGATIVE MARKOV ADDITIVE MODELS
Noba K, Perez JL, Yu X
SIAM Journal on Control and Optimization, 58(2), 1049, 2020 |
| 5 |
ERGODIC CONTROL OF A CLASS OF JUMP DIFFUSIONS WITH FINITE LEVY MEASURES AND ROUGH KERNELS
Arapostathis A, Caffarelli L, Pang GD, Zheng Y
SIAM Journal on Control and Optimization, 57(2), 1516, 2019 |
| 6 |
Solution to HJB Equations with an Elliptic Integro-Differential Operator and Gradient Constraint
Moreno-Franco HA
Applied Mathematics and Optimization, 78(1), 25, 2018 |
| 7 |
SOLVABILITY OF THE NONLINEAR DIRICHLET PROBLEM WITH INTEGRO-DIFFERENTIAL OPERATORS
Bayraktar E, Song QS
SIAM Journal on Control and Optimization, 56(1), 292, 2018 |
| 8 |
TYPE II SINGULAR PERTURBATION APPROXIMATION FOR LINEAR SYSTEMS WITH LEVY NOISE
Redmann M
SIAM Journal on Control and Optimization, 56(3), 2120, 2018 |
| 9 |
Resolvent-Techniques for Multiple Exercise Problems
Christensen S, Lempa J
Applied Mathematics and Optimization, 71(1), 95, 2015 |
| 10 |
Approximate controllability of stochastic differential systems driven by a Levy process
Ren Y, Dai HL, Sakthivel R
International Journal of Control, 86(6), 1158, 2013 |
