화학공학소재연구정보센터
검색결과 : 83건
No. Article
1 Singular Control of the Drift of a Brownian System
Federico S, Ferrari G, Schuhmann P
Applied Mathematics and Optimization, 84(SUPPL 1), S561, 2021
2 Dynamic Programming Principle and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations for Stochastic Recursive Control Problem with Non-Lipschitz Generator
Zhuo Y, Dong YC, Pu JY
Applied Mathematics and Optimization, 82(2), 851, 2020
3 Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls
El Asri B, Mazid S
Applied Mathematics and Optimization, 81(3), 1055, 2020
4 Stochastic Control of Multidimensional Systems With Relative Optimization
Cao XR
IEEE Transactions on Automatic Control, 65(5), 1886, 2020
5 Stochastic recursive optimal control problem of reflected stochastic differential systems
Feng XW
International Journal of Control, 93(9), 2187, 2020
6 VISCOSITY SOLUTIONS TO HJB EQUATIONS FOR BOUNDARY-NOISE AND BOUNDARY-CONTROL PROBLEMS
Swiech A
SIAM Journal on Control and Optimization, 58(1), 303, 2020
7 A SINGULAR STOCHASTIC CONTROL PROBLEM WITH INTERCONNECTED DYNAMICS
Federico S, Ferrari G, Schuhmann P
SIAM Journal on Control and Optimization, 58(5), 2821, 2020
8 On the Controller-Stopper Problems with Controlled Jumps
Bayraktar E, Li JQ
Applied Mathematics and Optimization, 80(1), 195, 2019
9 STOCHASTIC GAMES FOR FUEL FOLLOWER PROBLEM: N VERSUS MEAN FIELD GAME
Guo X, Xu RY
SIAM Journal on Control and Optimization, 57(1), 659, 2019
10 EXIT PROBLEMS AS THE GENERALIZED SOLUTIONS OF DIRICHLET PROBLEMS
Han YC, Song QS, Wang G
SIAM Journal on Control and Optimization, 57(4), 2392, 2019