25 citations · 48 across the 12 of their papers we have counts for
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math.OC2020
Environmental contours and optimal design
Kristina Rognlien Dahl, Arne Bang Huseby
Classical environmental contours are used in structural design in order to obtain upper bounds on the failure probabilities of a large class of designs. Buffered environmental cont…
math.OC2020★ 3 cited
Stochastic Maximum Principle with Default
Khalida Bachir Cherif, Nacira Agram, Kristina Dahl
In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differentia…