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Øksendal Bernt

Publications in Math-Net.Ru

  1. Optimal stopping, randomized stopping, and singular control with general information flow

    Teor. Veroyatnost. i Primenen., 66:4 (2021),  760–773
  2. Partial observation control in an anticipating environment

    Uspekhi Mat. Nauk, 59:2(356) (2004),  161–184
  3. Combined Stochastic Control and Optimal Stopping, and Application to Numerical Approximation of Combined Stochastic and Impulse Control

    Trudy Mat. Inst. Steklova, 237 (2002),  149–172


© Steklov Math. Inst. of RAS, 2024