검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
A Maximum Principle for Mean-Field SDEs with Time Change Di Nunno G, Haferkorn H Applied Mathematics and Optimization, 76(1), 137, 2017 |
| 2 |
WEAKLY COERCIVE PROBLEMS IN NONLINEAR STOCHASTIC CONTROL: EXISTENCE OF OPTIMAL CONTROLS Motta M, Sartori C SIAM Journal on Control and Optimization, 48(5), 3532, 2010 |
| 3 |
Maximum principle for singular stochastic control problems Dufour F, Miller B SIAM Journal on Control and Optimization, 45(2), 668, 2006 |
| 4 |
Pathwise optimality for benchmark tracking Pra PD, Runggaldier WJ, Tolotti M IEEE Transactions on Automatic Control, 49(3), 386, 2004 |
| 5 |
Singular stochastic control problems Dufour F, Miller B SIAM Journal on Control and Optimization, 43(2), 708, 2004 |
| 6 |
Generalized solutions in nonlinear stochastic control problems Dufour F, Miller BM SIAM Journal on Control and Optimization, 40(6), 1724, 2002 |