검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
EXPECTED SUPREMUM REPRESENTATION OF THE VALUE OF A SINGULAR STOCHASTIC CONTROL PROBLEM Alvarez LHR, Matomaki P SIAM Journal on Control and Optimization, 55(6), 3908, 2017 |
| 2 |
A CLASS OF SOLVABLE OPTIMAL STOPPING PROBLEMS OF SPECTRALLY NEGATIVE JUMP DIFFUSIONS Luis ELHR, Matomaki P, Rakkolainen TA SIAM Journal on Control and Optimization, 52(4), 2224, 2014 |