검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
On singular control problems with state constraints and regime-switching: A viscosity solution approach Song QS, Zhu C Automatica, 70, 66, 2016 |
| 2 |
A WEAK DYNAMIC PROGRAMMING PRINCIPLE FOR COMBINED OPTIMAL STOPPING/STOCHASTIC CONTROL WITH epsilon(f)-EXPECTATIONS Dumitrescu R, Quenez MC, Sulem A SIAM Journal on Control and Optimization, 54(4), 2090, 2016 |
| 3 |
ON THE MULTIDIMENSIONAL CONTROLLER-AND-STOPPER GAMES Bayraktar E, Huang YJ SIAM Journal on Control and Optimization, 51(2), 1263, 2013 |
| 4 |
A WEAK DYNAMIC PROGRAMMING PRINCIPLE FOR ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITH UNBOUNDED CONTROLS Bayraktar E, Yao S SIAM Journal on Control and Optimization, 51(3), 2036, 2013 |
| 5 |
WEAK DYNAMIC PROGRAMMING FOR GENERALIZED STATE CONSTRAINTS Bouchard B, Nutz M SIAM Journal on Control and Optimization, 50(6), 3344, 2012 |