검색결과 : 12건
| No. | Article |
|---|---|
| 1 |
Stochastic Control of Memory Mean-Field Processes Agram N, Oksendal B Applied Mathematics and Optimization, 79(1), 181, 2019 |
| 2 |
Stochastic Control of Memory Mean-Field Processes (vol 79, pg 181, 2019) Agram N, Oksendal B Applied Mathematics and Optimization, 79(1), 205, 2019 |
| 3 |
Dynamic Robust Duality in Utility Maximization Oksendal B, Sulem A Applied Mathematics and Optimization, 75(1), 117, 2017 |
| 4 |
Maximum principles for jump diffusion processes with infinite horizon Haadem S, Oksendal B, Proske F Automatica, 49(7), 2267, 2013 |
| 5 |
SINGULAR STOCHASTIC CONTROL AND OPTIMAL STOPPING WITH PARTIAL INFORMATION OF ITO-LEVY PROCESSES Oksendal B, Sulem A SIAM Journal on Control and Optimization, 50(4), 2254, 2012 |
| 6 |
MAXIMUM PRINCIPLES FOR OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS Oksendal B, Sulem A SIAM Journal on Control and Optimization, 48(5), 2945, 2009 |
| 7 |
Optimal stochastic impulse control with delayed reaction Oksendal B, Sulem A Applied Mathematics and Optimization, 58(2), 243, 2008 |
| 8 |
Partial information linear quadratic control for jump diffusions Hu YZ, Oksendal B SIAM Journal on Control and Optimization, 47(4), 1744, 2008 |
| 9 |
A general Stochastic calculus approach to insider trading Biagini F, Oksendal B Applied Mathematics and Optimization, 52(2), 167, 2005 |
| 10 |
Optimal consumption and portfolio with both fixed and proportional transaction costs Oksendal B, Sulem A SIAM Journal on Control and Optimization, 40(6), 1765, 2002 |