검색결과 : 12건
| No. | Article |
|---|---|
| 1 |
MINIMIZING THE DISCOUNTED PROBABILITY OF EXPONENTIAL PARISIAN RUIN VIA REINSURANCE Liang XQ, Young VR SIAM Journal on Control and Optimization, 58(2), 937, 2020 |
| 2 |
On the Controller-Stopper Problems with Controlled Jumps Bayraktar E, Li JQ Applied Mathematics and Optimization, 80(1), 195, 2019 |
| 3 |
CONTRACT THEORY IN A VUCA WORLD Hernandez-Santibanez N, Mastrolia T SIAM Journal on Control and Optimization, 57(4), 3072, 2019 |
| 4 |
MARTINGALE OPTIMAL TRANSPORT WITH STOPPING Bayraktar E, Cox AMG, Stoev Y SIAM Journal on Control and Optimization, 56(1), 417, 2018 |
| 5 |
ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES WITHOUT THE ISAACS CONDITION: RANDOM RULES OF PRIORITY AND INTERMEDIATE HAMILTONIANS Hernandez-Hernandez D, Sirbu M SIAM Journal on Control and Optimization, 56(3), 2095, 2018 |
| 6 |
ROBUST FEEDBACK SWITCHING CONTROL: DYNAMIC PROGRAMMING AND VISCOSITY SOLUTIONS Bayraktar E, Cosso A, Pham H SIAM Journal on Control and Optimization, 54(5), 2594, 2016 |
| 7 |
MINIMIZING THE PROBABILITY OF LIFETIME RUIN UNDER AMBIGUITY AVERSION Bayraktar E, Zhang YC SIAM Journal on Control and Optimization, 53(1), 58, 2015 |
| 8 |
STOCHASTIC PERRON'S METHOD FOR THE PROBABILITY OF LIFETIME RUIN PROBLEM UNDER TRANSACTION COSTS Bayraktar E, Zhang YC SIAM Journal on Control and Optimization, 53(1), 91, 2015 |
| 9 |
ASYMPTOTIC PERRON'S METHOD AND SIMPLE MARKOV STRATEGIES IN STOCHASTIC GAMES AND CONTROL Sirbu M SIAM Journal on Control and Optimization, 53(4), 1713, 2015 |
| 10 |
STOCHASTIC PERRON'S METHOD AND ELEMENTARY STRATEGIES FOR ZERO-SUM DIFFERENTIAL GAMES Sirbu M SIAM Journal on Control and Optimization, 52(3), 1693, 2014 |