검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps Dumitrescu R, Reisinger C, Zhang YF Applied Mathematics and Optimization, 83(3), 1387, 2021 |
| 2 |
A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces Levajkovic T, Mena H, Tuffaha A Applied Mathematics and Optimization, 75(3), 499, 2017 |
| 3 |
Cubature on Wiener Space: Pathwise Convergence Bayer C, Friz PK Applied Mathematics and Optimization, 67(2), 261, 2013 |
| 4 |
Numerical Schemes for Rough Parabolic Equations Deya A Applied Mathematics and Optimization, 65(2), 253, 2012 |