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Øksendal Bernt
Publications in Math-Net.Ru
Optimal stopping, randomized stopping, and singular control with general information flow
Teor. Veroyatnost. i Primenen.
,
66
:4 (2021),
760–773
Partial observation control in an anticipating environment
Uspekhi Mat. Nauk
,
59
:2(356) (2004),
161–184
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
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Steklov Math. Inst. of RAS
, 2024