Pages that link to "Item:Q3203612"
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The following pages link to Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612):
Displaying 50 items.
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Asymptotic behavior of a nonlocal KPP equation with an almost periodic nonlinearity (Q321627) (← links)
- An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
- Optimal control of discrete and differential inclusions with distributed parameters in the gradient form (Q437071) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- Control: a perspective (Q463779) (← links)
- Lipschitz continuous viscosity solutions for a class of fully nonlinear equations on Lie groups (Q471993) (← links)
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- A counterexample to uniqueness of generalized characteristics in Hamilton-Jacobi theory (Q631751) (← links)
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Uniqueness of Lipschitz extensions: Minimizing the sup norm of the gradient (Q687182) (← links)
- Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
- Homogenization for fully nonlinear parabolic equations (Q707028) (← links)
- Large deviations estimates for some non-local equations: fast decaying kernels and explicit bounds (Q732589) (← links)
- Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls (Q799508) (← links)
- Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient (Q805073) (← links)
- Comparison principle for singular degenerate elliptic equations on unbounded domains (Q807832) (← links)
- Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's (Q810268) (← links)
- Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems (Q819036) (← links)
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- Approximately convex functions and approximately monotonic operators (Q858631) (← links)
- Duality theorem for the stochastic optimal control problem (Q860701) (← links)
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization (Q873799) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- An impulsive control problem with state constraint (Q912378) (← links)
- Maximal solutions and universal bounds for some partial differential equations of evolution (Q919191) (← links)
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations (Q920282) (← links)
- Viscosity solutions of fully nonlinear second-order elliptic partial differential equations (Q920285) (← links)
- Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
- Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Asymptotic behavior of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian (Q1006807) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Nonlinear semigroup for the unnormalized conditional density (Q1063570) (← links)
- Two remarks on Monge-Ampère equations (Q1076900) (← links)
- Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) (← links)
- Optimal stochastic scheduling of systems with Poisson noises (Q1093613) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- The Hamilton-Jacobi-Bellman equation with a gradient constraint (Q1114854) (← links)
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions (Q1175016) (← links)
- On the rate of convergence of solutions in singular perturbation problems (Q1177031) (← links)
- Weak solutions for the Levi equation and envelope of holomorphy (Q1180536) (← links)
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces (Q1187999) (← links)
- Nonuniqueness of solutions of a degenerate parabolic equation (Q1199797) (← links)
- Quasilinear second order elliptic equations with Venttsel boundary conditions (Q1320303) (← links)
- An optimal property of \(\ell\)-minimal surfaces in viscosity interpretation (Q1330705) (← links)
