검색결과 : 54건
| No. | Article |
|---|---|
| 1 |
A Diffuse Interface Model of a Two-Phase Flow with Thermal Fluctuations Feireisl E, Petcu M Applied Mathematics and Optimization, 83(1), 531, 2021 |
| 2 |
A Framework for the Dynamic Programming Principle and Martingale-Generated Control Correspondences Fayvisovich R, Zitkovic G Applied Mathematics and Optimization, 83(3), 1311, 2021 |
| 3 |
Mean-Variance Asset-Liability Management in a Non-Markovian Regime-Switching Jump-Diffusion Market with Random Horizon Sun ZY Applied Mathematics and Optimization, 84(SUPPL 1), S319, 2021 |
| 4 |
Boussinesq System with Partial Viscous Diffusion or Partial Thermal Diffusion Forced by a Random Noise Yamazaki K Applied Mathematics and Optimization, 84(SUPPL 1), S1, 2021 |
| 5 |
Mean-Variance Asset-Liability Management Problem Under Non-Markovian Regime-Switching Models Shen Y, Wei JQ, Zhao Q Applied Mathematics and Optimization, 81(3), 859, 2020 |
| 6 |
p-Safe Analysis of Stochastic Hybrid Processes Wisniewski R, Bujorianu ML, Sloth C IEEE Transactions on Automatic Control, 65(12), 5220, 2020 |
| 7 |
OPTIMAL BROWNIAN STOPPING WHEN THE SOURCE AND TARGET ARE RADIALLY SYMMETRIC DISTRIBUTIONS Ghoussoub N, Kim YH, Lim T SIAM Journal on Control and Optimization, 58(5), 2765, 2020 |
| 8 |
Optimal Stopping via Pathwise Dual Empirical Maximisation Belomestny D, Hildebrand R, Schoenmakers J Applied Mathematics and Optimization, 79(3), 715, 2019 |
| 9 |
Stochastic Control of Tidal Dynamics Equation with Levy Noise Agarwal P, Manna U, Mukherjee D Applied Mathematics and Optimization, 79(2), 327, 2019 |
| 10 |
ON THE COMPENSATOR IN THE DOOB-MEYER DECOMPOSITION OF THE SNELL ENVELOPE Jacka SD, Norgilas D SIAM Journal on Control and Optimization, 57(3), 1869, 2019 |