Volume 40; Issue 6

4

Robust Control via Sequential Semidefinite Programming

Year:
2002
Language:
english
File:
PDF, 328 KB
english, 2002
12

Perpetual American Options Under Lévy Processes

Year:
2002
Language:
english
File:
PDF, 316 KB
english, 2002
15

Generalized Solutions in Nonlinear Stochastic Control Problems

Year:
2002
Language:
english
File:
PDF, 204 KB
english, 2002