Makasu Cloud

Cloud Makasu

Information about the author Cloud Makasu will soon be added to the site.
Found 4 papers in total
A bilevel programming approach to double optimal stopping
A bilevel programming approach to double optimal stopping
2014
This paper treats a class of double optimal stopping problems arising in the pricing...
Explicit solution for a vector‐valued LQG homing problem
Explicit solution for a vector‐valued LQG homing problem
2013
In this note, a vector‐valued LQG homing problem subject to a controlled...
Bounds for a constrained optimal stopping problem
Bounds for a constrained optimal stopping problem
2009
In this short letter, we present an explicit upper bound for the optimal value of a...
On a decomposition result in a Dynkin stopping game
On a decomposition result in a Dynkin stopping game
2008
In this note we prove that, a two-player, zero-sum Dynkin stopping game connected with...
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