Optimal Conditions for Maximum and Antimaximum Principles of the Periodic Solution Problem

JOURNAL ARTICLE published 2010 in Boundary Value Problems

Authors: Meirong Zhang

Optimal control of shape memory alloys with solid-solid phase transitions

BOOK CHAPTER published 22 December 2020 in Emerging applications in free boundary problems

Authors: M Brokate | J Sprekels

Approximate Solutions for Certain Optimal Stopping Problems

REPORT published 5 January 1978

Authors: Albert J. Petkau

Some optimal stopping problems with applications in mathematical finance

DISSERTATION published

Authors: Dongchao Huang

Rate of convergence for certain optimal stopping problems

JOURNAL ARTICLE published 1 April 2010 in Publicationes Mathematicae Debrecen

Authors: Andriy Klesov

Optimal stopping, free boundary, and American option in a jump-diffusion model

JOURNAL ARTICLE published March 1997 in Applied Mathematics & Optimization

Authors: Huyên Pham

Codimension-two free boundary problems

BOOK CHAPTER published 22 December 2020 in Emerging applications in free boundary problems

Authors: S Howison

On a solution of the optimal stopping problem for processes with independent increments

JOURNAL ARTICLE published June 2007 in Stochastics

Authors: Alexander Novikov | Albert Shiryaev

Optimal control for state constrained two-phase Stefan problems

BOOK CHAPTER published 1991 in Numerical Methods for Free Boundary Problems

Authors: P. Neittaanmäki | D. Tiba

A Note on the Call - Put Parity and a Call - Put Duality

JOURNAL ARTICLE published 2001 in Teoriya Veroyatnostei i ee Primeneniya

Authors: Goran Peskir | Goran Peskir | Альберт Николаевич Ширяев | Albert Nikolaevich Shiryaev

Optimal Stopping, Free Boundary, and American Option in a Jump-Diffusion Model

JOURNAL ARTICLE published 1 March 1997 in Applied Mathematics and Optimization

Authors: Huyên Pham

20. An Optimal Stopping Problem

BOOK CHAPTER published in Digital Dice

Optimal design for transonic flows

BOOK CHAPTER published 1991 in Numerical Methods for Free Boundary Problems

Authors: Vladimír Daněk | Raino Mäkinen

Parameter-Dependent Optimal Stopping Problems for One-Dimensional Diffusions

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Probability

Authors: Peter Bank | Christoph Baumgarten

An iterative procedure for solving integral equations related to optimal stopping problems

JOURNAL ARTICLE published August 2010 in Stochastics

Authors: Denis Belomestny | Pavel V. Gapeev

A Free Boundary Problem Connected with the Optimal Stopping Problem for Diffusion Processes

JOURNAL ARTICLE published October 1973 in Transactions of the American Mathematical Society

Authors: Daniel B. Kotlow

Lagrangian coordinates in free boundary problems for parabolic equations

BOOK CHAPTER published 22 December 2020 in Emerging applications in free boundary problems

Authors: V V Pukhnachov

Simulation and Optimal Control of Free-Boundary Problems

BOOK CHAPTER published 1982 in Numerical Treatment of Free Boundary Value Problems / Numerische Behandlung freier Randwertaufgaben

Authors: Christian Saguez

Necessary Conditions for Free End-Time Problems

BOOK CHAPTER published 2010 in Optimal Control

Authors: Richard Vinter

Optimal control of free boundary problems

BOOK CHAPTER published in System Modelling and Optimization

Authors: C. Saguez