화학공학소재연구정보센터
검색결과 : 104건
No. Article
1 Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations
Foresta N
Applied Mathematics and Optimization, 83(3), 1219, 2021
2 Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps
Dumitrescu R, Reisinger C, Zhang YF
Applied Mathematics and Optimization, 83(3), 1387, 2021
3 Optimal Trading with a Trailing Stop
Leung T, Zhang HZ
Applied Mathematics and Optimization, 83(2), 669, 2021
4 Fair Valuation of Levy-Type Drawdown-Drawup Contracts with General Insured and Penalty Functions
Palmowski Z, Tumilewicz J
Applied Mathematics and Optimization, 81(2), 301, 2020
5 Asset Liquidation Under Drift Uncertainty and Regime-Switching Volatility
Vaicenavicius J
Applied Mathematics and Optimization, 81(3), 757, 2020
6 MEAN-FIELD GAMES OF OPTIMAL STOPPING: A RELAXED SOLUTION APPROACH
Bouveret G, Dumitrescu R, Tankov P
SIAM Journal on Control and Optimization, 58(4), 1795, 2020
7 ON THE ROOT SOLUTION TO THE SKOROKHOD EMBEDDING PROBLEM GIVEN FULL MARGINALS
Richard A, Tan XL, Touzi N
SIAM Journal on Control and Optimization, 58(4), 1874, 2020
8 COMPARISON OF VISCOSITY SOLUTIONS OF SEMILINEAR PATH-DEPENDENT PDEs
Ren ZJ, Touzi N, Zhang JF
SIAM Journal on Control and Optimization, 58(1), 277, 2020
9 OPTIMAL STOPPING OF MCKEAN-VLASOV DIFFUSIONS VIA REGRESSION ON PARTICLE SYSTEMS
Belomestny D, Schoenmakers J
SIAM Journal on Control and Optimization, 58(1), 529, 2020
10 OPTIMAL CONTROL OF DEBT-TO-GDP RATIO IN AN N-STATE REGIME SWITCHING ECONOMY
Ferrari G, Rodosthenous N
SIAM Journal on Control and Optimization, 58(2), 755, 2020