Search
Now showing items 141-150 of 3781
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1999)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2012)
We study partial information, possibly non-Markovian, singular stochastic control of Itô--Lévy processes and obtain general maximum principles. The results are used to find connections between singular stochastic control, ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 1982)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 1996)