The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes
- 期刊名称SIAM Journal on Control and Optimization
- 作者Tahar, Imen Ben; Soner, H. Mete; Touzi, Nizar
- 卷第46卷
- 期第5期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小274.99KB
- 发表时间2007-01
- DOI10.1137/050646044
- 页码1779-1801
Pathwise Stochastic Optimal ControlRogers, L. C. G. · SIAM Journal on Control and Optimization · 2007
The Fast Fourier TransformOberst, Ulrich · SIAM Journal on Control and Optimization · 2007
Shape Derivative of Drag FunctionalPlotnikov, P. I.; Sokolowski, J. · SIAM Journal on Control and Optimization · 2010
Singularly Perturbed Piecewise Deterministic GamesHaurie, Alain; Moresino, Francesco · SIAM Journal on Control and Optimization · 2008
Regular Almost Interconnection of Multidimensional BehaviorsOberst, Ulrich · SIAM Journal on Control and Optimization · 2009
Risk Averse Shape OptimizationConti, Sergio; Held, Harald; Pach, Martin; Rumpf, Martin; Schultz, Rüdiger · SIAM Journal on Control and Optimization · 2011
Discrete Hamilton–Jacobi TheoryOhsawa, Tomoki; Bloch, Anthony M.; Leok, Melvin · SIAM Journal on Control and Optimization · 2011
Almost Global Stochastic Stabilityvan Handel, Ramon · SIAM Journal on Control and Optimization · 2006