Multistage stochastic programs: The state-of-the-art and selected bibliography
Jitka Dupačová (1995)
Kybernetika
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Jitka Dupačová (1995)
Kybernetika
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Werner Römisch (1985)
Banach Center Publications
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Qian Lin (2013)
ESAIM: Control, Optimisation and Calculus of Variations
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In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations.
Fabio Bagarello (2006)
Banach Center Publications
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Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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