Publication | Date of Publication | Type |
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Control theory on Wasserstein space: a new approach to optimality conditions | 2024-02-06 | Paper |
Degenerate Mean Field Type Control with Linear and Unbounded Diffusion, and their Associated Equations | 2023-11-15 | Paper |
Global Well-Posedness of First-Order Mean Field Games and Master Equations with Nonlinear Dynamics | 2023-11-14 | Paper |
Linear Quadratic Extended Mean Field Games and Control Problems | 2023-11-09 | Paper |
Inter‐temporal mutual‐fund management | 2023-09-28 | Paper |
Maximum Principle for Mean Field Type Control Problems with General Volatility Functions | 2023-09-13 | Paper |
Reproducing kernel approach to linear quadratic mean field control problems | 2023-08-22 | Paper |
Alternating minimization for simultaneous estimation of a latent variable and identification of a linear continuous-time dynamic system | 2023-06-28 | Paper |
A Theory of First Order Mean Field Type Control Problems and their Equations | 2023-05-19 | Paper |
Mean Field Type Control Problems, Some Hilbert-space-valued FBSDEs, and Related Equations | 2023-05-06 | Paper |
Control in Hilbert Space and First-Order Mean Field Type Problem | 2022-11-15 | Paper |
Integrating equipment investment strategy with maintenance operations under uncertain failures | 2022-11-09 | Paper |
A Deep Learning Approximation of Non-Stationary Solutions to Wave Kinetic Equations | 2022-09-25 | Paper |
The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control | 2022-08-15 | Paper |
Operator-valued Kernels and Control of Infinite dimensional Dynamic Systems | 2022-06-19 | Paper |
A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection | 2022-05-31 | Paper |
Dynamic mean-variance problem with frictions | 2022-04-01 | Paper |
Mathematical formulation of a dynamical system with dry friction subjected to external forces | 2022-02-21 | Paper |
Real Options Problem with Nonsmooth Obstacle | 2022-01-10 | Paper |
Optimal investment-consumption decisions with partially observed inflation: a discrete-time formulation | 2021-12-07 | Paper |
Does performance-sensitive debt mitigate debt overhang? | 2021-11-16 | Paper |
For Tyrone Duncan. | 2021-10-06 | Paper |
For Tyrone Duncan. | 2021-10-06 | Paper |
For Tyrone Duncan. | 2021-10-06 | Paper |
Mean field approach to stochastic control with partial information | 2021-09-23 | Paper |
Mean field verification theorem | 2021-08-06 | Paper |
Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants | 2021-06-18 | Paper |
Identification of linear dynamical systems and machine learning | 2021-06-09 | Paper |
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise | 2021-05-05 | Paper |
Systems of quasilinear parabolic equations in \(\mathbb{R}^n\) and systems of quadratic backward stochastic differential equations | 2021-04-08 | Paper |
INVENTORY CONTROL WITH FIXED COST AND PRICE OPTIMIZATION IN CONTINUOUS TIME | 2021-01-29 | Paper |
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes | 2020-11-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q5133292 | 2020-11-12 | Paper |
A generalized linear model approach to seasonal aspects of wind speed modeling | 2020-10-28 | Paper |
Sequential Capacity Expansion Options | 2020-10-12 | Paper |
Control on Hilbert Spaces and Application to Some Mean Field Type Control Problems | 2020-05-21 | Paper |
Control problem on space of random variables and master equation | 2020-04-29 | Paper |
Mean-field-type games with jump and regime switching | 2020-04-29 | Paper |
Mean Field Games With Parametrized Followers | 2020-01-28 | Paper |
Feedback Stackelberg--Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising | 2019-10-28 | Paper |
Parabolic Equations with Quadratic Growth in $$\mathbb {R}^{n}$$ | 2019-07-17 | Paper |
A Mean-Variance Approach to Capital Investment Optimization | 2019-05-14 | Paper |
Stochastic Control on Space of Random Variables | 2019-03-29 | Paper |
A trust-score-based access control in assured information sharing systems: An application of financial credit risk score models | 2019-03-12 | Paper |
Inventory management with overlapping shrinkages and demands | 2019-03-12 | Paper |
Ergodic control for a mean reverting inventory model | 2019-02-05 | Paper |
A paradox in time-consistency in the mean-variance problem? | 2019-01-18 | Paper |
Mean Field Control and Mean Field Game Models with Several Populations | 2019-01-09 | Paper |
Real Options with Competition and Incomplete Markets | 2018-12-13 | Paper |
Bellman systems with mean field dependent dynamics | 2018-08-10 | Paper |
Parabolic Bellman Equations with Risk Control | 2018-04-19 | Paper |
Estimation and control of dynamical systems | 2018-04-04 | Paper |
Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand | 2018-01-12 | Paper |
Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities | 2018-01-11 | Paper |
Discrete-Time Inventory Problems with Lead-Time and Order-Time Constraint | 2017-11-22 | Paper |
Average Cost Optimality in Inventory Models With Dynamic Information Delays | 2017-08-25 | Paper |
Remarks on the Pricing of Contingent Claims Under Constraints | 2017-07-12 | Paper |
On the interpretation of the master equation | 2017-06-22 | Paper |
Optimal Control of Hidden Markov Models With Binary Observations | 2017-05-16 | Paper |
Optimality of \((s,S)\) policies with nonlinear processes | 2017-04-25 | Paper |
Base stock list price policy in continuous time | 2017-04-25 | Paper |
Mean-field-game model for botnet defense in cyber-security | 2017-04-03 | Paper |
REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING | 2017-03-13 | Paper |
Risk-Sensitive Mean-Field-Type Control | 2017-02-04 | Paper |
Optimal decision making in multi-product dual sourcing procurement with demand forecast updating | 2016-11-10 | Paper |
Unemployment Risks and Optimal Retirement in an Incomplete Market | 2016-10-31 | Paper |
Mean field games with a dominating player | 2016-09-23 | Paper |
NonLocal Boundary Value Problems of a Stochastic Variational Inequality Modeling an Elasto-Plastic Oscillator Excited by a Filtered Noise | 2016-08-31 | Paper |
Parabolic Bellman-systems with mean field dependence | 2016-06-30 | Paper |
Linear-quadratic mean field games | 2016-05-27 | Paper |
Optimizing production and inventory decisions in a supply chain with lot size, production rate and lead time interactions | 2016-04-27 | Paper |
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function | 2016-01-29 | Paper |
Degenerate Dirichlet problems related to the ergodic property of an elasto-plastic oscillator excited by a filtered white noise | 2015-12-11 | Paper |
The optimal mean variance problem with inflation | 2015-11-25 | Paper |
Confidence intervals for annual wind power production | 2015-11-17 | Paper |
Technical Note—Managing Nonperishable Inventories with Learning About Demand Arrival Rate Through Stockout Times | 2015-11-06 | Paper |
Well-posedness of mean-field type forward-backward stochastic differential equations | 2015-08-19 | Paper |
The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games | 2015-08-18 | Paper |
Mean Field Stackelberg Games: Aggregation of Delayed Instructions | 2015-08-18 | Paper |
Control and Nash Games with Mean Field Effect | 2015-07-06 | Paper |
Control of Inventories with Markov Demand | 2015-07-02 | Paper |
Mean-Variance Pre-Commitment Policies Revisited Via a Mean-Field Technique | 2015-06-19 | Paper |
On a system of PDEs associated to a game with a varying number of players | 2015-06-12 | Paper |
The master equation in mean field theory | 2015-05-15 | Paper |
An Analytical Approach for the Growth Rate of the Variance of the Deformation Related to an Elasto-Plastic Oscillator Excited by a White Noise | 2015-04-01 | Paper |
Linear-quadratic time-inconsistent mean field games | 2015-02-03 | Paper |
Time-Consistent Portfolio Selection under Short-Selling Prohibition: From Discrete to Continuous Setting | 2015-01-20 | Paper |
Stochastic differential games with a varying number of players | 2014-12-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q2928741 | 2014-11-10 | Paper |
A class of non-zero-sum stochastic differential investment and reinsurance games | 2014-10-24 | Paper |
Feedback Stackelberg Solutions of Infinite-Horizon Stochastic Differential Games | 2014-06-20 | Paper |
Michael I. Taksar | 2014-04-17 | Paper |
Optimal inventory control with shrinkage and observed sales | 2014-04-17 | Paper |
Mean Field Games and Mean Field Type Control Theory | 2013-08-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4925753 | 2013-06-12 | Paper |
Control and Nash games with mean field effect | 2013-05-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q4914647 | 2013-04-15 | Paper |
A Game Theoretical Analysis of Lemonizing Cybercriminal Black Markets | 2013-03-13 | Paper |
Linear quadratic differential games with mixed leadership: the open-loop solution | 2013-03-13 | Paper |
Impulse control with random reaction periods: a central bank intervention problem | 2013-03-05 | Paper |
Threshold-Type Policies for Real Options Using Regime-Switching Models | 2013-01-25 | Paper |
Nash and Stackelberg differential games | 2012-12-06 | Paper |
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps | 2012-12-03 | Paper |
Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise | 2012-11-22 | Paper |
Existence and compactness for weak solutions to Bellman systems with critical growth | 2012-09-12 | Paper |
An analytic approach to the ergodic theory of a stochastic variational inequality | 2012-06-04 | Paper |
Maintaining Diagnostic Knowledge-Based Systems: A Control-Theoretic Approach | 2012-03-01 | Paper |
The Machine Maintenance and Sale Age Model of Kamien and Schwartz Revisited | 2012-02-21 | Paper |
Behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise | 2011-12-18 | Paper |
Technical Note—A Note on “The Censored Newsvendor and the Optimal Acquisition of Information” | 2011-11-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q3100667 | 2011-11-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3097438 | 2011-11-10 | Paper |
Computation of approximate optimal policies in a partially observed inventory model with rain checks | 2011-10-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3094154 | 2011-10-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3015755 | 2011-07-13 | Paper |
Inventory control with an order-time constraint: optimality, uniqueness and significance | 2011-04-08 | Paper |
Optimal control of variational inequalities | 2011-01-31 | Paper |
An incomplete information inventory model with presence of inventories or backorders as only observations | 2010-12-21 | Paper |
When Do Firms Invest in Privacy-Preserving Technologies? | 2010-11-23 | Paper |
A Game-Theoretical Approach for Finding Optimal Strategies in a Botnet Defense Model | 2010-11-23 | Paper |
An Ultra Weak Finite Element Method as an Alternative to a Monte Carlo Method for an Elasto-Plastic Problem with Noise | 2010-11-11 | Paper |
Real Options Games in Complete and Incomplete Markets with Several Decision Makers | 2010-11-10 | Paper |
Differential games with mixed leadership: The open-loop solution | 2010-11-05 | Paper |
Bayesian and adaptive controls for a newsvendor facing exponential demand | 2010-10-01 | Paper |
Systems of Bellman equations to stochastic differential games with non-compact coupling | 2010-06-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q3559339 | 2010-05-14 | Paper |
Optimality of an $(s,S)$ Policy with Compound Poisson and Diffusion Demands: A Quasi-Variational Inequalities Approach | 2010-04-28 | Paper |
Censored newsvendor model revisited with unnormalized probabilities | 2010-03-22 | Paper |
On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions | 2010-03-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3400642 | 2010-02-05 | Paper |
Singular control and impulse control: a common approach | 2010-01-19 | Paper |
Optimal cash management under uncertainty | 2009-12-07 | Paper |
Partially Observed Inventory Systems: The Case of Rain Checks | 2009-09-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3397606 | 2009-09-22 | Paper |
OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES | 2009-08-28 | Paper |
Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators | 2009-06-17 | Paper |
On the Discrete Time Capital Asset Pricing Model | 2009-06-05 | Paper |
Real Options | 2009-06-05 | Paper |
On diagonal elliptic and parabolic systems with super-quadratic Hamiltonians | 2009-01-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3543480 | 2008-12-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3514574 | 2008-07-21 | Paper |
Inventory problems with partially observed demands and lost sales | 2008-06-04 | Paper |
A Multiperiod Newsvendor Problem with Partially Observed Demand | 2008-05-27 | Paper |
Partially Observed Inventory Systems: The Case of Zero‐Balance Walk | 2008-02-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q5297381 | 2007-07-18 | Paper |
Representation and control of infinite dimensional systems | 2007-03-27 | Paper |
Optimality of base-stock and \((s,S)\) policies for inventory problems with information delays | 2007-03-06 | Paper |
Stochastic equations for linear random functionals and statistical problems | 2007-01-24 | Paper |
Stochastic variational inequalities for elasto-plastic oscillators | 2006-12-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q5480794 | 2006-08-07 | Paper |
On the optimal control of partially observed inventory systems | 2005-10-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q5313723 | 2005-09-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4673214 | 2005-04-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q4451691 | 2004-03-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4426092 | 2003-09-16 | Paper |
Smooth Solutions of systems of quasilinear parabolic equations | 2003-08-19 | Paper |
Nonlinear systems of elliptic equations with natural growth conditions and sign conditions | 2003-08-18 | Paper |
Breathers for a relativistic nonlinear wave equation | 2003-06-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4799202 | 2003-03-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4791402 | 2003-02-06 | Paper |
Regularity theory for systems of partial differential equations with Neumann boundary conditions. | 2002-10-22 | Paper |
Regularity results for nonlinear elliptic systems and applications | 2002-07-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4438196 | 2002-01-01 | Paper |
On Bellman systems without zero order term in the context of risk sensitive differential games | 2001-12-16 | Paper |
Local Solutions for Stochastic Navier Stokes Equations | 2001-11-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4384725 | 2001-06-13 | Paper |
On the Pricing of Contingent Claims with Frictions | 2001-03-29 | Paper |
Conditions for no breakdown and Bellman equations of risk-sensitive control | 2001-02-28 | Paper |
Stochastic hybrid control | 2001-02-28 | Paper |
Stochastic games for \(N\) players | 2001-02-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4269076 | 2000-02-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4227231 | 1999-05-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4218348 | 1999-05-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4219066 | 1999-03-09 | Paper |
Some results on risk-sensitive control with full observation | 1998-10-06 | Paper |
Stochastic variational inequalities in infinite dimensional spaces | 1998-06-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4381902 | 1998-05-27 | Paper |
Min-Max Characterization of a Small Noise Limit on Risk-Sensitive Control | 1998-02-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4852882 | 1997-11-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4877733 | 1997-06-15 | Paper |
ATTAINABLE CLAIMS IN A MARKOV MARKET | 1997-03-23 | Paper |
Finite-dimensional quasi-linear risk-sensitive control | 1997-02-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4887225 | 1997-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3138346 | 1996-11-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4884911 | 1996-11-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4880629 | 1996-10-29 | Paper |
Stochastic inertial manifold | 1996-09-12 | Paper |
General finite-dimensional risk-sensitive problems and small noise limits | 1996-05-05 | Paper |
Stochastic Navier-Stokes equations | 1996-04-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q4284696 | 1996-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4865609 | 1996-02-15 | Paper |
A Finite-Dimensional Risk-Sensitive Control Problem | 1996-02-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4315497 | 1995-11-23 | Paper |
Stochastic equity volatility related to the leverage effect | 1995-10-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4279378 | 1995-08-20 | Paper |
Ergodic Bellman systems for stochastic games in arbitrary dimension | 1995-05-18 | Paper |
Stochastic equity volatility and the capital structure of the firm | 1995-05-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4279404 | 1994-08-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4283300 | 1994-03-11 | Paper |
Representation and control of infinite dimensional systems. Vol. 2 | 1994-01-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4029525 | 1993-10-06 | Paper |
Representation and control of infinite dimensional systems. Volume I | 1993-10-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4040048 | 1993-06-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4034988 | 1993-05-18 | Paper |
\(H\) convergence for quasi-linear elliptic equations with quadratic growth | 1993-04-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4029010 | 1993-03-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4022335 | 1993-01-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4017214 | 1993-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4006399 | 1992-09-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3997913 | 1992-09-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3987787 | 1992-06-28 | Paper |
Approximation of some stochastic differential equations by the splitting up method | 1992-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3974083 | 1992-06-26 | Paper |
An ergodic control problem arising from the principal eigenfunction of an elliptic operator | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3357214 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3211183 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3349982 | 1990-01-01 | Paper |
Approximation of the Zakaï Equation by the Splitting up Method | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3360770 | 1990-01-01 | Paper |
Nonlinear semigroup arising in the control of diffusions with partial observation | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3494847 | 1990-01-01 | Paper |
New mathematical problems arising in the context of information technology | 1990-01-01 | Paper |
On the general theory of exact controllability for skew symmetric operators | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4204906 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4206677 | 1989-01-01 | Paper |
Optimal Sensor Scheduling in Nonlinear Filtering of Diffusion Processes | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3032880 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3479952 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3833368 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3799914 | 1988-01-01 | Paper |
Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases | 1988-01-01 | Paper |
Controlled diffusions in a random medium | 1988-01-01 | Paper |
On a nonlinear partial differential equation having natural growth terms and unbounded solution | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3027764 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3756664 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3760414 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3763152 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3773808 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3791063 | 1987-01-01 | Paper |
Homogenization of nonlinear elliptic systems with zero order term coupling | 1987-01-01 | Paper |
An approximation method for stochastic control problems with partial observation of the state - a method for constructing \(\in\)-optimal controls | 1987-01-01 | Paper |
On a general class of stochastic partial differential equations | 1987-01-01 | Paper |
Nonlinear filtering with homogenization | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3718612 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3720439 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3721294 | 1986-01-01 | Paper |
Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth | 1986-01-01 | Paper |
On Bellman equations in duality | 1986-01-01 | Paper |
Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5187191 | 1985-01-01 | Paper |
Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3696844 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3699591 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3792441 | 1985-01-01 | Paper |
Stochastic Production Planning with Production Constraints | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3220331 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3313738 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3330933 | 1984-01-01 | Paper |
On some singular perturbation problems arising in stochastic control | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3342326 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3682856 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3686602 | 1984-01-01 | Paper |
On the theory of option pricing | 1984-01-01 | Paper |
Inventory planning in a deterministic environment: Continuous time model with concave costs | 1984-01-01 | Paper |
Ergodic control problem for one-dimensional diffusions with near-monotone cost | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4742538 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3036161 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3310486 | 1983-01-01 | Paper |
Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3678942 | 1983-01-01 | Paper |
Stochastic maximum principle for distributed parameter systems | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4742671 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4742672 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3659492 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3689068 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3929443 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3930285 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3935745 | 1982-01-01 | Paper |
On the Convergence of the Discrete Time Dynamic Programming Equation for General Semigroups | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3953613 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3968870 | 1982-01-01 | Paper |
Impulsive control in management: Prospects and applications | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3341248 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3914721 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3921108 | 1981-01-01 | Paper |
Optimal control of random evolutions | 1981-01-01 | Paper |
Singular perturbation results for a class of stochastic control problems | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3933519 | 1981-01-01 | Paper |
Optimal Growth Of A Firm Facing A Risk Of Bankruptcy | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3952708 | 1981-01-01 | Paper |
A remark on an equation of dynamic programming | 1981-01-01 | Paper |
Filtering of distributed parameter systems with pointwise disturbances | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3888947 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3921121 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3929505 | 1980-01-01 | Paper |
Filtering theory for stochastic processes with two dimensional time parameter | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4198588 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4198594 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4739721 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3854227 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3860607 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3868138 | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3875038 | 1979-01-01 | Paper |
Boundary layers and homogenization of transport processes | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4156674 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4177265 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4189539 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4197852 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4199298 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3878285 | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3892168 | 1978-01-01 | Paper |
On the support of the solution of a system of quasi-variational inequalities | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4116831 | 1977-01-01 | Paper |
Estimates on the free boundary for quasi variational inequalities | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4135914 | 1977-01-01 | Paper |
Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4150260 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4154455 | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4166648 | 1977-01-01 | Paper |
Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4078412 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4097615 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4114573 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4123212 | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4154438 | 1976-01-01 | Paper |
On the support of the solution of some variational inequalities of evolution | 1976-01-01 | Paper |
Optimum inventory and product quality control with deterministic and stochastic deterioration--An application of distributed parameters control systems | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4061549 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4061550 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4067444 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4078411 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4087842 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4108219 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4109080 | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4117032 | 1975-01-01 | Paper |
Optimal Control of Stochastic Linear Distributed Parameter Systems | 1975-01-01 | Paper |
Nouvelles méthodes en contrôle impulsionnel | 1975-01-01 | Paper |
Points de Nash Dans le Cas de Fonctionnelles Quadratiques et Jeux Differentiels lineaires a N Personnes | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4043674 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4061548 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4076126 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4076127 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4076128 | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4078636 | 1974-01-01 | Paper |
ON CERTAIN QUESTIONS RELATED TO OPTIMAL CONTROL | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4111258 | 1974-01-01 | Paper |
Nonlinear variational inequalities and differential games with stopping times | 1974-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680673 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680674 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680675 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5683339 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4049698 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4054451 | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4084482 | 1973-01-01 | Paper |
Problemes de temps d’arret optimal et inequations variationnelles paraboliques | 1973-01-01 | Paper |
Equations stochastiques du type Navier-Stokes | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4401243 | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4775746 | 1972-01-01 | Paper |
Equations aux dérivées partielles stochastiques non linéaires. I | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5625011 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5639583 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5645236 | 1971-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5594922 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5604150 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680691 | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5579322 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5579323 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5612953 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5663735 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5682207 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4771767 | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5550224 | 1968-01-01 | Paper |
Sur l'analogie entre les méthodes de régularisation et de pénalisation | 1968-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5547855 | 1967-01-01 | Paper |