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90

SIAMCO
2000

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Optimal Control of a Class of Linear Hybrid Systems with Saturation

15 years 2 months ago

Optimal Control of a Class of Linear Hybrid Systems with Saturation

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Bart De Schutter

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83

SIAMCO
2000

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Utility Maximization with Discretionary Stopping

15 years 2 months ago

Utility Maximization with Discretionary Stopping

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Ioannis Karatzas, Hui Wang

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96

SIAMCO
2000

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Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

15 years 2 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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77

SIAMCO
2000

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Markov Property and Ergodicity of the Nonlinear Filter

15 years 2 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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104

SIAMCO
2000

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Stochastic Calculus for Fractional Brownian Motion I. Theory

15 years 2 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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