화학공학소재연구정보센터
검색결과 : 322건
No. Article
1 Small-Time Solvability of a Flow of Forward-Backward Stochastic Differential Equations
Hamaguchi Y
Applied Mathematics and Optimization, 84(1), 567, 2021
2 A Framework for the Dynamic Programming Principle and Martingale-Generated Control Correspondences
Fayvisovich R, Zitkovic G
Applied Mathematics and Optimization, 83(3), 1311, 2021
3 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
4 Singular Control of the Drift of a Brownian System
Federico S, Ferrari G, Schuhmann P
Applied Mathematics and Optimization, 84(SUPPL 1), S561, 2021
5 A Modified MSA for Stochastic Control Problems
Kerimkulov B, Siska D, Szpruch L
Applied Mathematics and Optimization, 84(3), 3417, 2021
6 Gambling for Resurrection and the Heat Equation on a Triangle
Ankirchner S, Blanchet-Scalliet C, Kazi-Tani N, Zhou C
Applied Mathematics and Optimization, 84(3), 3111, 2021
7 Linear-Quadratic Time-Inconsistent Mean-Field Type Stackelberg Differential Games: Time-Consistent Open-Loop Solutions
Moon J, Yang HJ
IEEE Transactions on Automatic Control, 66(1), 375, 2021
8 Cournot Games with Limited Demand: From Multiple Equilibria to Stochastic Equilibrium
Polak I, Privault N
Applied Mathematics and Optimization, 81(1), 195, 2020
9 Feedback Optimal Controllers for the Heston Model
Barbu V, Benazzoli C, Di Persio L
Applied Mathematics and Optimization, 81(3), 739, 2020
10 Asymptotic Optimality of Finite Model Approximations for Partially Observed Markov Decision Processes With Discounted Cost
Saldi N, Yuksel S, Linder T
IEEE Transactions on Automatic Control, 65(1), 130, 2020