Volume 45; Issue 2

1

Maximum Principle for Singular Stochastic Control Problems

Year:
2006
Language:
english
File:
PDF, 317 KB
english, 2006
2

The Control Transmutation Method and the Cost of Fast Controls

Year:
2006
Language:
english
File:
PDF, 180 KB
english, 2006
3

On the Geometry of the Solutions of the Cover Problem

Year:
2006
Language:
english
File:
PDF, 273 KB
english, 2006
5

On the Existence of a Kazantzis--Kravaris/Luenberger Observer

Year:
2006
Language:
english
File:
PDF, 282 KB
english, 2006
6

Dubins' Problem on Surfaces II: Nonpositive Curvature

Year:
2006
Language:
english
File:
PDF, 299 KB
english, 2006
7

Optimal Control of Favorable Games with Expected Loss Constraint

Year:
2006
Language:
english
File:
PDF, 210 KB
english, 2006
8

Mixed Zero-Sum Stochastic Differential Game and American Game Options

Year:
2006
Language:
english
File:
PDF, 291 KB
english, 2006
9

Optimal Measurement Strategy for Nonlinear Filtering

Year:
2006
Language:
english
File:
PDF, 168 KB
english, 2006
11

On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes

Year:
2006
Language:
english
File:
PDF, 215 KB
english, 2006