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    SIAMCO
    2002
    90views more  SIAMCO 2002»
    Continuous-Time Dynkin Games with Mixed Strategies
    14 years 11 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
    14 years 11 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
    14 years 10 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
    14 years 10 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
    14 years 11 months ago
    Optimal Stopping Games for Markov Processes
    Download  www.maths.manchester.ac.uk
    Erik Ekström, Goran Peskir
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