검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
A Framework for the Dynamic Programming Principle and Martingale-Generated Control Correspondences Fayvisovich R, Zitkovic G Applied Mathematics and Optimization, 83(3), 1311, 2021 |
| 2 |
EXISTENCE, CHARACTERIZATION, AND APPROXIMATION IN THE GENERALIZED MONOTONE-FOLLOWER PROBLEM Li JX, Zitkovic G SIAM Journal on Control and Optimization, 55(1), 94, 2017 |
| 3 |
DYNAMIC PROGRAMMING FOR CONTROLLED MARKOV FAMILIES: ABSTRACTLY AND OVER MARTINGALE MEASURES Zitkovic G SIAM Journal on Control and Optimization, 52(3), 1597, 2014 |
| 4 |
SHADOW PRICES AND WELL-POSEDNESS IN THE PROBLEM OF OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS Choi JH, Sirbu M, Zitkovic G SIAM Journal on Control and Optimization, 51(6), 4414, 2013 |