검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
Stochastic Maximum Principle for Optimal Control of SPDEs Fuhrman M, Hu Y, Tessitore G Applied Mathematics and Optimization, 68(2), 181, 2013 |
| 2 |
Maximum principles for jump diffusion processes with infinite horizon Haadem S, Oksendal B, Proske F Automatica, 49(7), 2267, 2013 |
| 3 |
LYAPUNOV FUNCTIONS AND DUALITY FOR CONVEX PROCESSES Goebel R SIAM Journal on Control and Optimization, 51(4), 3332, 2013 |
| 4 |
Necessary and sufficient optimality conditions for relaxed and strict control problems Bahlali S SIAM Journal on Control and Optimization, 47(4), 2078, 2008 |
| 5 |
The relaxed stochastic maximum principle in singular optimal control of diffusions Bahlali S, Djehiche B, Mezerdi B SIAM Journal on Control and Optimization, 46(2), 427, 2007 |