5

Remarks on Risk-Sensitive Control Problems

Year:
2005
Language:
english
File:
PDF, 179 KB
english, 2005
9

Green and Poisson functions with Wentzell boundary conditions

Year:
2007
Language:
english
File:
PDF, 315 KB
english, 2007
11

Optimal impulse control problems for degenerate diffusions with jumps

Year:
1987
Language:
english
File:
PDF, 1.22 MB
english, 1987
12

On the Impulse Control of Jump Diffusions

Year:
2013
Language:
english
File:
PDF, 318 KB
english, 2013
13

Some Estimates for Finite Difference Approximations

Year:
1989
Language:
english
File:
PDF, 2.48 MB
english, 1989
14

Applied Stochastic Control of Jump Diffusionsby B. Øksendal; A. Sulem

Year:
2005
Language:
english
File:
PDF, 324 KB
english, 2005
19

Some Results of Backward Itô Formula

Year:
2007
Language:
english
File:
PDF, 189 KB
english, 2007
20

On optimal correction problems with partial information

Year:
1985
Language:
english
File:
PDF, 585 KB
english, 1985
21

Method of regularization for second-order stochastic ∗

Year:
1983
Language:
english
File:
PDF, 581 KB
english, 1983
22

The Separation Principle for Impulse Control Problems

Year:
1981
Language:
english
File:
PDF, 254 KB
english, 1981
23

Reflected Diffusion Processes with Jumps

Year:
1985
Language:
english
File:
PDF, 1.17 MB
english, 1985
27

ON HYBRID STOCHASTIC SINGULAR CONTROL

Year:
2005
Language:
english
File:
PDF, 233 KB
english, 2005