검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
STOCHASTIC EQUATIONS WITH DELAY: OPTIMAL CONTROL VIA BSDEs AND REGULAR SOLUTIONS OF HAMILTON-JACOBI-BELLMAN EQUATIONS Fuhrman M, Masiero F, Tessitore G SIAM Journal on Control and Optimization, 48(7), 4624, 2010 |
| 2 |
Two-time-scale hybrid filters: Near optimality Wang JW, Zhang Q, Yin G SIAM Journal on Control and Optimization, 45(1), 298, 2006 |
| 3 |
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations Fuhrman M, Tessitore G Applied Mathematics and Optimization, 51(3), 279, 2005 |