검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
GENERALIZED HAMILTON-JACOBI-BELLMAN EQUATIONS WITH DIRICHLET BOUNDARY CONDITION AND STOCHASTIC EXIT TIME OPTIMAL CONTROL PROBLEM Buckdahn R, Nie TY SIAM Journal on Control and Optimization, 54(2), 602, 2016 |
| 2 |
Escape time formulation of state estimation and stabilization with quantized intermittent communication Huang CC, Bitmead RR Automatica, 61, 201, 2015 |
| 3 |
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps Yao HX, Lai YZ, Hao ZF Automatica, 49(11), 3258, 2013 |
| 4 |
Optimal control of the risk process in a regime-switching environment Zhu C Automatica, 47(8), 1570, 2011 |
| 5 |
SYMMETRY OF SOLUTIONS TO THE OPTIMAL EXIT TIME CONTROL PROBLEM Hu JH, Zhang W SIAM Journal on Control and Optimization, 48(8), 5488, 2010 |
| 6 |
Exit times from equilateral triangles Alabert A, Farre M, Roy R Applied Mathematics and Optimization, 49(1), 43, 2004 |