검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Stochastic control with rough paths Diehl J, Friz PK, Gassiat P Applied Mathematics and Optimization, 75(2), 285, 2017 |
| 2 |
INVESTMENT/CONSUMPTION PROBLEM IN ILLIQUID MARKETS WITH REGIME-SWITCHING Gassiat P, Gozzi F, Pham H SIAM Journal on Control and Optimization, 52(3), 1761, 2014 |