검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
Constrained Stochastic LQ Optimal Control Problem with Random Coefficients on Infinite Time Horizon Pu JY, Zhang Q Applied Mathematics and Optimization, 83(2), 1005, 2021 |
| 2 |
H-J-B Equations of Optimal Consumption-Investment and Verification Theorems Nagai H Applied Mathematics and Optimization, 71(2), 279, 2015 |
| 3 |
Infinite horizon optimal impulsive control with applications to Internet congestion control Avrachenkov K, Habachi O, Piunovskiy A, Zhang Y International Journal of Control, 88(4), 703, 2015 |
| 4 |
An overlapping generations stochastic differential game Jorgensen S, Yeung DWK Automatica, 41(1), 69, 2005 |
| 5 |
Stochastic linear-quadratic control with conic control constraints on an infinite time horizon Chen X, Zhou XY SIAM Journal on Control and Optimization, 43(3), 1120, 2004 |
| 6 |
Optimal strategies for risk-sensitive portfolio optimization problems for general factor models Nagai H SIAM Journal on Control and Optimization, 41(6), 1779, 2002 |