검색결과 : 8건
| No. | Article |
|---|---|
| 1 |
ON THE SOLUTION STRUCTURE OF INFINITE-DIMENSIONAL LINEAR PROBLEMS STEMMING FROM SINGULAR STOCHASTIC CONTROL PROBLEMS Vieten MG, Stockbridge RH SIAM Journal on Control and Optimization, 58(6), 3363, 2020 |
| 2 |
CONVERGENCE OF FINITE ELEMENT METHODS FOR SINGULAR STOCHASTIC CONTROL Vieten MG, Stockbridge RH SIAM Journal on Control and Optimization, 56(6), 4336, 2018 |
| 3 |
A MEASURE APPROACH FOR CONTINUOUS INVENTORY MODELS: DISCOUNTED COST CRITERION Helmes KL, Stockbridge RH, Zhu C SIAM Journal on Control and Optimization, 53(4), 2100, 2015 |
| 4 |
ON OPTIMAL HARVESTING PROBLEMS IN RANDOM ENVIRONMENTS Song QS, Stockbridge RH, Zhu C SIAM Journal on Control and Optimization, 49(2), 859, 2011 |
| 5 |
Linear programming formulation for optimal stopping problems Cho MJ, Stockbridge RH SIAM Journal on Control and Optimization, 40(6), 1965, 2002 |
| 6 |
Existence of Markov controls and characterization of optimal Markov controls (vol 36, pg 609, 1998) Kurtz TG, Stockbridge RH SIAM Journal on Control and Optimization, 37(4), 1310, 1999 |
| 7 |
Existence of Markov controls and characterization of optimal Markov controls Kurtz TG, Stockbridge RH SIAM Journal on Control and Optimization, 36(2), 609, 1998 |
| 8 |
Approximation of infinite-dimensional linear programming problems which arise in stochastic control Mendiondo MS, Stockbridge RH SIAM Journal on Control and Optimization, 36(4), 1448, 1998 |