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Single and Multi-player Stochastic Dynamic Optimization
(2018-04-06)
In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we investigate zero-sum games with both ...
Stochastic Differential Games In A Bounded Domain
(2012-11-21)
Matchings Between Point Processes
(2014-06-20)
Optimal Control Of A Stochastic Hybrid System
(2012-11-21)