검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
EXPECTED SUPREMUM REPRESENTATION OF THE VALUE OF A SINGULAR STOCHASTIC CONTROL PROBLEM Alvarez LHR, Matomaki P SIAM Journal on Control and Optimization, 55(6), 3908, 2017 |
| 2 |
A Class of Solvable Stopping Games Alvarez LHR Applied Mathematics and Optimization, 58(3), 291, 2008 |
| 3 |
Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems Alvarez LHR SIAM Journal on Control and Optimization, 39(6), 1697, 2001 |