| 1 |
Singular Control of the Drift of a Brownian System
Federico S, Ferrari G, Schuhmann P
Applied Mathematics and Optimization, 84(SUPPL 1), S561, 2021 |
| 2 |
Dynamic Programming Principle and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations for Stochastic Recursive Control Problem with Non-Lipschitz Generator
Zhuo Y, Dong YC, Pu JY
Applied Mathematics and Optimization, 82(2), 851, 2020 |
| 3 |
Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls
El Asri B, Mazid S
Applied Mathematics and Optimization, 81(3), 1055, 2020 |
| 4 |
Stochastic Control of Multidimensional Systems With Relative Optimization
Cao XR
IEEE Transactions on Automatic Control, 65(5), 1886, 2020 |
| 5 |
Stochastic recursive optimal control problem of reflected stochastic differential systems
Feng XW
International Journal of Control, 93(9), 2187, 2020 |
| 6 |
VISCOSITY SOLUTIONS TO HJB EQUATIONS FOR BOUNDARY-NOISE AND BOUNDARY-CONTROL PROBLEMS
Swiech A
SIAM Journal on Control and Optimization, 58(1), 303, 2020 |
| 7 |
A SINGULAR STOCHASTIC CONTROL PROBLEM WITH INTERCONNECTED DYNAMICS
Federico S, Ferrari G, Schuhmann P
SIAM Journal on Control and Optimization, 58(5), 2821, 2020 |
| 8 |
On the Controller-Stopper Problems with Controlled Jumps
Bayraktar E, Li JQ
Applied Mathematics and Optimization, 80(1), 195, 2019 |
| 9 |
STOCHASTIC GAMES FOR FUEL FOLLOWER PROBLEM: N VERSUS MEAN FIELD GAME
Guo X, Xu RY
SIAM Journal on Control and Optimization, 57(1), 659, 2019 |
| 10 |
EXIT PROBLEMS AS THE GENERALIZED SOLUTIONS OF DIRICHLET PROBLEMS
Han YC, Song QS, Wang G
SIAM Journal on Control and Optimization, 57(4), 2392, 2019 |
