검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
SYSTEMS OF ERGODIC BSDEs ARISING IN REGIME SWITCHING FORWARD PERFORMANCE PROCESSES Hu Y, Liang GC, Tang SJ SIAM Journal on Control and Optimization, 58(4), 2503, 2020 |
| 2 |
COMPUTING THE STABILIZING SOLUTION OF A LARGE CLASS OF STOCHASTIC GAME THEORETIC RICCATI DIFFERENTIAL EQUATIONS: A DETERMINISTIC APPROXIMATION Dragan V, Aberkane S SIAM Journal on Control and Optimization, 55(2), 650, 2017 |
| 3 |
WEAK DYNAMIC PROGRAMMING FOR GENERALIZED STATE CONSTRAINTS Bouchard B, Nutz M SIAM Journal on Control and Optimization, 50(6), 3344, 2012 |
| 4 |
Comparison results and estimates on the gradient without strict convexity Cellina A SIAM Journal on Control and Optimization, 46(2), 738, 2007 |
| 5 |
Optimal control of hybrid systems and a system of quasi-variational inequalities Zhang H, James MR SIAM Journal on Control and Optimization, 45(2), 722, 2006 |
| 6 |
Bounded variation singular stochastic control and dynkin game Boetius F SIAM Journal on Control and Optimization, 44(4), 1289, 2005 |