검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
OPTIMAL TRADE EXECUTION WITH INSTANTANEOUS PRICE IMPACT AND STOCHASTIC RESILIENC Graewe P, Horst U SIAM Journal on Control and Optimization, 55(6), 3707, 2017 |
| 2 |
A CONSTRAINED CONTROL PROBLEM WITH DEGENERATE COEFFICIENTS AND DEGENERATE BACKWARD SPDEs WITH SINGULAR TERMINAL CONDITION Horst U, Qiu J, Zhang Q SIAM Journal on Control and Optimization, 54(2), 946, 2016 |