Mathematics – Optimization and Control
Scientist
Mathematics
Optimization and Control
Scientist
LM
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Existence of an Optimal Control for Stochastic Systems with Nonlinear Cost Functional
Games with incomplete information in continuous time and for continuous types
Hölder regularity for viscosity solutions of fully nonlinear, local or nonlocal, Hamilton-Jacobi equations with super-quadratic growth in the gradient
Stochastic control problems for systems driven by normal martingales
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