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    SIAMCO
    2002
    90views more  SIAMCO 2002»
    Continuous-Time Dynkin Games with Mixed Strategies
    13 years 4 months ago
    Continuous-Time Dynkin Games with Mixed Strategies
    Download  www.cmap.polytechnique.fr
    Nizar Touzi, Nicolas Vieille
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    SIAMCO
    2002
    79views more  SIAMCO 2002»
    Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods
    13 years 4 months ago
    Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods
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    Stefan Volkwein, M. Weiser
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    SIAMCO
    2010
    66views more  SIAMCO 2010»
    Regression Methods for Stochastic Control Problems and Their Convergence Analysis
    13 years 3 months ago
    Regression Methods for Stochastic Control Problems and Their Convergence Analysis
    Download  sfb649.wiwi.hu-berlin.de
    Denis Belomestny, Anastasia Kolodko, John Schoenma...
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    SIAMCO
    2010
    79views more  SIAMCO 2010»
    Time-Varying Optimal Disturbance Minimization in Presence of Plant Uncertainty
    13 years 3 months ago
    Time-Varying Optimal Disturbance Minimization in Presence of Plant Uncertainty
    Download  web.eecs.utk.edu
    Seddik M. Djouadi, Charalambos D. Charalambous
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    SIAMCO
    2008
    45views more  SIAMCO 2008»
    Optimal Stopping Games for Markov Processes
    13 years 4 months ago
    Optimal Stopping Games for Markov Processes
    Download  www.maths.manchester.ac.uk
    Erik Ekström, Goran Peskir
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