| 1 |
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
Li X, Tai AH, Tian F
International Journal of Control, 94(1), 175, 2021 |
| 2 |
A PRIORI ERROR ESTIMATES FOR THE OPTIMAL CONTROL OF THE INTEGRAL FRACTIONAL LAPLACIAN
D'elia M, Glusa C, Otarola E
SIAM Journal on Control and Optimization, 57(4), 2775, 2019 |
| 3 |
A SPACE-TIME FRACTIONAL OPTIMAL CONTROL PROBLEM: ANALYSIS AND DISCRETIZATION
Antil H, Otarola E, Salgado AJ
SIAM Journal on Control and Optimization, 54(3), 1295, 2016 |
| 4 |
A FEM FOR AN OPTIMAL CONTROL PROBLEM OF FRACTIONAL POWERS OF ELLIPTIC OPERATORS
Antil H, Otarola E
SIAM Journal on Control and Optimization, 53(6), 3432, 2015 |
| 5 |
Discrete time mean-field stochastic linear-quadratic optimal control problems
Elliott R, Li X, Ni YH
Automatica, 49(11), 3222, 2013 |
| 6 |
THE EFFECT OF ANISOTROPIC MESH ADAPTATION ON PDE-CONSTRAINED OPTIMAL CONTROL PROBLEMS
Micheletti S, Perotto S
SIAM Journal on Control and Optimization, 49(4), 1793, 2011 |
| 7 |
A leader-follower stochastic linear quadratic differential game
Yong JM
SIAM Journal on Control and Optimization, 41(4), 1015, 2002 |
