Multiple-stopping problems with random horizon

By Krasnosielska-Kobos Anna  

Optimization, Vol. 64, Iss. 7, 2015-07 ,pp. : 1625-1645

Taylor & Francis Ltd

Access to resources Recommend Favorite

Backward Stochastic Riccati Equations and Infinite Horizon L-Q Optimal Control with Infinite Dimensional State Space and Random Coefficients

By Guatteri Giuseppina   Tessitore Gianmario  

Applied Mathematics and Optimization, Vol. 57, Iss. 2, 2008-04 ,pp. : 207-235

Springer Publishing Company

Access to resources Recommend Favorite

A random walk phenomenon under an interesting stopping rule

By  

International Journal of Mathematical Education in Science and Technology, Vol. 38, Iss. 3, 2007-01 ,pp. : 407-412

Taylor & Francis Ltd

Access to resources Recommend Favorite

Relaxation of Minimax Optimal Control Problems with Infinite Horizon

By Di Marco S.C.   González R.L.V.  

Journal of Optimization Theory and Applications, Vol. 101, Iss. 2, 1999-05 ,pp. : 285-306

Springer Publishing Company

Access to resources Recommend Favorite

Nonturnpike Optimal Solutions and Their Approximations in Infinite Horizon

By Rapaport A.   Cartigny P.  

Journal of Optimization Theory and Applications, Vol. 134, Iss. 1, 2007-07 ,pp. : 1-14

Springer Publishing Company

Access to resources Recommend Favorite