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63

SIAMCO
2000

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Optimal Control of a Class of Linear Hybrid Systems with Saturation

14 years 10 months ago

Optimal Control of a Class of Linear Hybrid Systems with Saturation

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Bart De Schutter

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63

SIAMCO
2000

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Utility Maximization with Discretionary Stopping

14 years 10 months ago

Utility Maximization with Discretionary Stopping

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Ioannis Karatzas, Hui Wang

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73

SIAMCO
2000

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Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

14 years 10 months ago

Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

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Alain Le Breton, Marie-Christine Roubaud

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57

SIAMCO
2000

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Markov Property and Ergodicity of the Nonlinear Filter

14 years 10 months ago

Markov Property and Ergodicity of the Nonlinear Filter

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A. G. Bhatt, A. Budhiraja, R. L. Karandikar

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73

SIAMCO
2000

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Stochastic Calculus for Fractional Brownian Motion I. Theory

14 years 10 months ago

Stochastic Calculus for Fractional Brownian Motion I. Theory

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Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Dunca...

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