Mathematics – Optimization and Control
Scientist
Mathematics
Optimization and Control
Scientist
LAGA
Dynamic programming for infinite horizon boundary control problems of PDE's with age structure
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Optimal Feedbacks and Approximations
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints: Regularity and Applications
Investment/consumption problem in illiquid markets with regime-switching
On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
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