검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
CONSTRAINED UTILITY DEVIATION-RISK OPTIMIZATION AND TIME-CONSISTENT HJB EQUATION Gu JW, Si SJ, Zheng H SIAM Journal on Control and Optimization, 58(2), 866, 2020 |
| 2 |
RATES OF CONVERGENCE OF NUMERICAL METHODS FOR CONTROLLED REGIME-SWITCHING DIFFUSIONS WITH STOPPING TIMES IN THE COSTS Song QS, Yin G SIAM Journal on Control and Optimization, 48(3), 1831, 2009 |
| 3 |
Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints Pham HY Applied Mathematics and Optimization, 46(1), 55, 2002 |