검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
FIRST AND SECOND ORDER CONDITIONS FOR OPTIMAL CONTROL PROBLEMS WITH AN L-0 TERM IN THE COST FUNCTIONAL Casas E, Wachsmuth D SIAM Journal on Control and Optimization, 58(6), 3486, 2020 |
| 2 |
SECOND ORDER ANALYSIS FOR BANG-BANG CONTROL PROBLEMS OF PDEs Casas E SIAM Journal on Control and Optimization, 50(4), 2355, 2012 |
| 3 |
Portfolio optimization with stochastic volatilities and constraints: An application in high dimension Mnif M Applied Mathematics and Optimization, 56(2), 243, 2007 |
| 4 |
Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints Pham HY Applied Mathematics and Optimization, 46(1), 55, 2002 |