검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
On the Controller-Stopper Problems with Controlled Jumps Bayraktar E, Li JQ Applied Mathematics and Optimization, 80(1), 195, 2019 |
| 2 |
A Comparison Principle for PDEs Arising in Approximate Hedging Problems: Application to Bermudan Options Bouveret G, Chassagneux JF Applied Mathematics and Optimization, 78(3), 469, 2018 |
| 3 |
STATE-CONSTRAINED STOCHASTIC OPTIMAL CONTROL PROBLEMS VIA REACHABILITY APPROACH Bokanowski O, Picarelli A, Zidani H SIAM Journal on Control and Optimization, 54(5), 2568, 2016 |