검색결과 : 4건
No. | Article |
---|---|
1 |
Optimal policies for n-dimensional singular stochastic control problems part I: The Skorokhod problem Kruk L SIAM Journal on Control and Optimization, 38(5), 1603, 2000 |
2 |
Optimal control of inflation : A central bank problem Chiarolla MB, Haussmann UG SIAM Journal on Control and Optimization, 36(3), 1099, 1998 |
3 |
Infinite-Dimensional Linear-Programming Approach to Singular Stochastic-Control Taksar MI SIAM Journal on Control and Optimization, 35(2), 604, 1997 |
4 |
Singular Optimal Stochastic Controls .1. Existence Haussmann UG, Suo WL SIAM Journal on Control and Optimization, 33(3), 916, 1995 |