검색결과 : 2건
No. | Article |
---|---|
1 |
JUMP-DIFFUSION RISK-SENSITIVE ASSET MANAGEMENT II: JUMP-DIFFUSION FACTOR MODEL Davis M, Lleo S SIAM Journal on Control and Optimization, 51(2), 1441, 2013 |
2 |
ASYMPTOTICALLY OPTIMAL CONTROLS FOR TIME-INHOMOGENEOUS NETWORKS Cudina M, Ramanan K SIAM Journal on Control and Optimization, 49(2), 611, 2011 |