검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
Dynamic Robust Duality in Utility Maximization Oksendal B, Sulem A Applied Mathematics and Optimization, 75(1), 117, 2017 |
| 2 |
A WEAK DYNAMIC PROGRAMMING PRINCIPLE FOR COMBINED OPTIMAL STOPPING/STOCHASTIC CONTROL WITH epsilon(f)-EXPECTATIONS Dumitrescu R, Quenez MC, Sulem A SIAM Journal on Control and Optimization, 54(4), 2090, 2016 |
| 3 |
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 |
| 4 |
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 |
| 5 |
Optimal stochastic impulse control with delayed reaction Oksendal B, Sulem A Applied Mathematics and Optimization, 58(2), 243, 2008 |
| 6 |
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 |
| 7 |
On an Investment-Consumption Model with Transaction Costs Akian M, Menaldi JL, Sulem A SIAM Journal on Control and Optimization, 34(1), 329, 1996 |