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Publications by Ermal Feleqi

Joint Time-State Generalized Semiconcavity of the Value Function of a Jump Diffusion Optimal Control Problem

Nonlinear Differential Equations and Applications

Applied Mathematics

English

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Evolution of American Option Value Function on a Dividend Paying Stock Under Jump-Diffusion Processes

Bulletin of Belgorod State Technological University named after. V. G. Shukhov

English

Optimality Conditions for Optimal Control of Jump-Diffusion SDEs With Correlated Observations Noises

Mathematical Problems in Engineering

English

On a Kind of Time Optimal Control Problem of the Heat Equation

Advances in Difference Equations

Applied Mathematics

English

Numerical Solution of an Optimal Control Problem With Variable Time Points in the Objective Function

English

Optimal Impulse Control for Cash Management With Double Exponential Jump Diffusion Processes

International Journal of Real Options and Strategy

English

Symmetry of Solutions to the Optimal Exit Time Control Problem

SIAM Journal on Control and Optimization

Applied Mathematics

English

Time Optimal Control Problem for Differential Inclusions

Banach Center Publications

English

Optimal Control of a Parabolic Equation With Time-Dependent State Constraints

SIAM Journal on Control and Optimization

Applied Mathematics

English

On Deterministic Approach to Solution of Stochastic Optimal Control Problem With Controlled Diffusion

Vestnik Udmurtskogo Universiteta: Matematika, Mekhanika, Komp'yuternye Nauki

Transfer Processes

Computer Science

English