On the sequential testing problem for some diffusion processes

By Gapeev Pavel V.   Shiryaev Albert N.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 83, Iss. 4-6, 2011-08 ,pp. : 519-535

Taylor & Francis Ltd

Access to resources Recommend Favorite

Existence and Asymptotic Behavior of an Optimal Barrier for an Optimal Consumption Problem in a Brownian Model with Absorption and Finite Time Horizon

By Grandits Peter  

Applied Mathematics and Optimization, Vol. 69, Iss. 2, 2014-04 ,pp. : 233-271

Springer Publishing Company

Access to resources Recommend Favorite

Extremum Problem for the Wiener–Hopf Equation

By Cherskii Y.I.  

Ukrainian Mathematical Journal, Vol. 52, Iss. 8, 2000-08 ,pp. : 1310-1314

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotic Analysis and Solution of a Finite-Horizon H_∞ Control Problem for Singularly-Perturbed Linear Systems with Small State Delay

By Glizer V.Y.  

Journal of Optimization Theory and Applications, Vol. 117, Iss. 2, 2003-05 ,pp. : 295-325

Springer Publishing Company

Access to resources Recommend Favorite

A Wiener‐Hopf Solution of a Radiation Problem in Conical Geometry

By  

STUDIES IN APPLIED MATHEMATICS, Vol. 47, Iss. 1, 1968-04 ,pp. : 79-94

John Wiley & Sons Inc

Access to resources Recommend Favorite