화학공학소재연구정보센터
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