검색결과 : 55건
| No. | Article |
|---|---|
| 1 |
OPTIMAL PORTFOLIO CHOICE WITH PATH DEPENDENT LABOR INCOME: THE INFINITE HORIZON CASE Biffis E, Gozzi F, Prosdocimi C SIAM Journal on Control and Optimization, 58(4), 1906, 2020 |
| 2 |
ZERO-SUM MARKOV GAMES WITH IMPULSE CONTROLS Basu A, Stettner L SIAM Journal on Control and Optimization, 58(1), 580, 2020 |
| 3 |
Delay optimal control and viscosity solutions to associated Hamilton-Jacobi-Bellman equations Zhou JJ International Journal of Control, 92(10), 2263, 2019 |
| 4 |
PARETO FRONT CHARACTERIZATION FOR MULTIOBJECTIVE OPTIMAL CONTROL PROBLEMS USING HAMILTON-JACOBI APPROACH Desilles A, Zidani H SIAM Journal on Control and Optimization, 57(6), 3884, 2019 |
| 5 |
PARABOLIC BELLMAN EQUATIONS WITH RISK CONTROL Bensoussan A, Breit D, Frehse J SIAM Journal on Control and Optimization, 56(2), 1535, 2018 |
| 6 |
Minimal Time Problem with Impulsive Controls Kunisch K, Rao ZP Applied Mathematics and Optimization, 75(1), 75, 2017 |
| 7 |
LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems Zhang WH, Lin XY, Chen BS IEEE Transactions on Automatic Control, 62(1), 250, 2017 |
| 8 |
FIRST ORDER BSPDEs IN HIGHER DIMENSION FOR OPTIMAL CONTROL PROBLEMS Dokuchaev N SIAM Journal on Control and Optimization, 55(2), 818, 2017 |
| 9 |
OPTIMAL CONTROL OF CONDITIONAL VALUE-AT-RISK IN CONTINUOUS TIME Miller CW, Yang I SIAM Journal on Control and Optimization, 55(2), 856, 2017 |
| 10 |
STOCHASTIC OPTIMAL CONTROL WITH DELAY IN THE CONTROL I: SOLVING THE HJB EQUATION THROUGH PARTIAL SMOOTHING Gozzi F, Masiero F SIAM Journal on Control and Optimization, 55(5), 2981, 2017 |