Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469): Difference between revisions

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+On the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi equations
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+Space-Time Periodic Solutions and Long-Time Behavior of Solutions to Quasi-linear Parabolic Equations
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+Asymptotic Properties of Markoff Transition Probabilities
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+Asymptotic solutions of Hamilton-Jacobi equations in Euclidean $n$ space
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+Indifference Pricing and Hedging for Volatility Derivatives
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+Asymptotics of the probability minimizing a ``down-side'' risk
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+Recurrence and Transience of Optimal Feedback Processes Associated with Bellman Equations of Ergodic Type
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+Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients
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+On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
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+Linear and quasilinear elliptic equations
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+Downside risk minimization via a large deviations approach
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+Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models
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+Global solutions of inhomogeneous Hamilton-Jacobi equations
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+Large time behavior of solutions of viscous Hamilton–Jacobi equations with superquadratic Hamiltonian
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