검색결과 : 2건
No. | Article |
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1 |
A MULTIDIMENSIONAL STOCHASTIC SINGULAR CONTROL PROBLEM VIA DYNKIN GAME AND DIRICHLET FORM Yang YP SIAM Journal on Control and Optimization, 52(6), 3807, 2014 |
2 |
Dynkin games via Dirichlet forms and singular control of one-dimensional diffusions Fukushima M, Taksar M SIAM Journal on Control and Optimization, 41(3), 682, 2002 |