화학공학소재연구정보센터
검색결과 : 25건
No. Article
1 Zero-Sum Stochastic Differential Games with Risk-Sensitive Cost
Biswas A, Saha S
Applied Mathematics and Optimization, 81(1), 113, 2020
2 NONZERO-SUM SUBMODULAR MONOTONE-FOLLOWER GAMES: EXISTENCE AND APPROXIMATION OF NASH EQUILIBRIA
Dianetti J, Ferrari G
SIAM Journal on Control and Optimization, 58(3), 1257, 2020
3 Risk-Sensitive Zero-Sum Differential Games
Moon J, Duncan TE, Basar T
IEEE Transactions on Automatic Control, 64(4), 1503, 2019
4 Stochastic differential games and inverse optimal control and stopper policies
Rajpurohit T, Haddad WM, Sun W
International Journal of Control, 92(7), 1692, 2019
5 CONTROLLABILITY OF STOCHASTIC GAME-BASED CONTROL SYSTEMS
Zhang RR, Guo L
SIAM Journal on Control and Optimization, 57(6), 3799, 2019
6 Solvable stochastic differential games in rank one compact symmetric spaces
Duncan TE, Pasik-Duncan B
International Journal of Control, 91(11), 2445, 2018
7 PARABOLIC BELLMAN EQUATIONS WITH RISK CONTROL
Bensoussan A, Breit D, Frehse J
SIAM Journal on Control and Optimization, 56(2), 1535, 2018
8 TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS
Wei QM, Yong JM, Yu ZY
SIAM Journal on Control and Optimization, 55(6), 4156, 2017
9 Parabolic Bellman-Systems with Mean Field Dependence
Bensoussan A, Breit D, Frehse J
Applied Mathematics and Optimization, 73(3), 419, 2016
10 Robust Consumption-Investment Problem on Infinite Horizon
Zawisza D
Applied Mathematics and Optimization, 72(3), 469, 2015