220 citations to https://www.mathnet.ru/rus/rm1059
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Bernt Øksendal, Jan Ubøe, Tusheng Zhang, “NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS”, Stochastic Analysis and Applications, 20:5 (2002), 999
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Xin Guo, “Some risk management problems for firms with internal competition and debt”, Journal of Applied Probability, 39:1 (2002), 55
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Cloud Makasu, “On a problem of optimal harvesting from a stochastic system with a jump component”, Stochastics and Stochastic Reports, 73:3-4 (2002), 333
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Xin Guo, “Some risk management problems for firms with internal competition and debt”, J. Appl. Probab., 39:01 (2002), 55
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E. V. Boguslavskaya, “On Optimization of Long-Term Irreversible Investments in a Diffusion Model”, Theory Probab Appl, 45:4 (2001), 647
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Ismail Elsanosi, Bernt Øksendal, Agnès Sulem, “Some Solvable Stochastic Control Problems With Delay”, Stochastics and Stochastic Reports, 71:1-2 (2000), 69
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Michael I. Taksar, “Optimal Risk/Dividend Distribution Control Models: Applications to Insurance”, SSRN Journal, 2000
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A. Cadenillas, 3, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), 1999, 2804
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И. Е. Павлюкевич, “К расчету вероятностных характеристик некоторых оптимальных моментов остановки”, УМН, 52:1(313) (1997), 233–234 ; I. E. Pavlyukevich, “On the calculation of probability characteristics of some optimal stopping times”, Russian Math. Surveys, 52:1 (1997), 228–229
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Е. В. Богуславская, “Точное решение одной задачи оптимального управления инвестициями в диффузионной модели”, УМН, 52:2(314) (1997), 157–158 ; E. B. Boguslavskaya, “Exact solution of an optimal control problem of investment in a diffusion model”, Russian Math. Surveys, 52:2 (1997), 396–397