STOCHASTIC CONTROL AND OPTIMAL STOPPING

被引：0

|

作者：

BISMUT, JM

机构：

来源：

COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A | 1976年 / 282卷 / 03期

关键词：

D O I：

暂无

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

收藏

页码：163 / 165

页数：3

相关论文

共 50 条

[1] OPTIMAL STOPPING PROBLEMS IN STOCHASTIC CONTROL
FRIEDMAN, A
SIAM REVIEW, 1978, 20 (03) : 624 - 624
[2] OPTIMAL STOPPING PROBLEMS IN STOCHASTIC CONTROL
FRIEDMAN, A
SIAM REVIEW, 1979, 21 (01) : 71 - 80
[3] Combined Optimal Stopping and Singular Stochastic Control
An, Ta Thi Kieu
STOCHASTIC ANALYSIS AND APPLICATIONS, 2010, 28 (03) : 401 - 414
[4] CONVEX DUALITY, OPTIMAL STOPPING TIME AND STOCHASTIC CONTROL
BISMUT, JM
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1977, 38 (03): : 169 - 198
[5] Connections between optimal stopping and singular stochastic control
Boetius, F
Kohlmann, M
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1998, 77 (02) : 253 - 281
[6] A connection between singular stochastic control and optimal stopping
Benth, FE
Reikvam, K
APPLIED MATHEMATICS AND OPTIMIZATION, 2004, 49 (01): : 27 - 41
[7] A Connection between Singular Stochastic Control and Optimal Stopping
Fred Espen Benth
Kristin Reikvam
Applied Mathematics and Optimization, 2004, 49 : 27 - 41
[8] Connections between optimal stopping and singular stochastic control
Stoch. Processes Appl., 2 (253-281):
[9] Characterization of stochastic control with optimal stopping in a Sobolev space
Chen, Xiaoshan
Song, Qingshuo
Yi, Fahuai
Yin, George
AUTOMATICA, 2013, 49 (06) : 1654 - 1662
[10] A PROBLEM OF SINGULAR STOCHASTIC CONTROL WITH OPTIMAL STOPPING IN FINITE HORIZON
Chen, Xiaoshan
Yi, Fahuai
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2012, 50 (04) : 2151 - 2172

← 1 2 3 4 5 →