Optimal control with random parameters: a multiscale approach (Q431771): Difference between revisions

@@ Property / cites work @@
+Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control
+Normal rank
@@ Property / cites work @@
+Singular perturbations of nonlinear degenerate parabolic pDEs: A general convergence result
+Normal rank
@@ Property / cites work @@
+Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
+Normal rank
@@ Property / cites work @@
+Multiscale problems and homogenization for second-order Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+Q3567823
@@ Property / cites work: Q3567823 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Convergence by Viscosity Methods in Multiscale Financial Models with Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+On the Bellman equation for some unbounded control problems
+Normal rank
@@ Property / cites work @@
+Uniqueness results for quasilinear parabolic equations through viscosity solutions' methods
+Normal rank
@@ Property / cites work @@
+Q4040048
@@ Property / cites work: Q4040048 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusions in a random medium
@@ Property / cites work: Controlled diffusions in a random medium / rank @@
+Normal rank
@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
+Normal rank
@@ Property / cites work @@
+Averaging of singularly perturbed controlled stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Singular Perturbations in Ergodic Control of Diffusions
+Normal rank
@@ Property / cites work @@
+Homogenization of fully nonlinear, uniformly elliptic and parabolic partial differential equations in stationary ergodic media
+Normal rank
@@ Property / cites work @@
+Q4743352
@@ Property / cites work: Q4743352 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4375488
@@ Property / cites work: Q4375488 / rank @@
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
+Normal rank
@@ Property / cites work @@
+Singular perturbations in control problems
@@ Property / cites work: Singular perturbations in control problems / rank @@
+Normal rank
@@ Property / cites work @@
+Well-posed optimization problems
@@ Property / cites work: Well-posed optimization problems / rank @@
+Normal rank
@@ Property / cites work @@
+The perturbed test function method for viscosity solutions of nonlinear PDE
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+Singular Perturbations in Option Pricing
@@ Property / cites work: Singular Perturbations in Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Multiscale Stochastic Volatility Asymptotics
@@ Property / cites work: Multiscale Stochastic Volatility Asymptotics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3883249
@@ Property / cites work: Q3883249 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344757
@@ Property / cites work: Q3344757 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3345169
@@ Property / cites work: Q3345169 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4788298
@@ Property / cites work: Q4788298 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence methods and singularly perturbed stochastic control and filtering problems
+Normal rank
@@ Property / cites work @@
+Q3146337
@@ Property / cites work: Q3146337 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Poisson equation and diffusion approximation. I
+Normal rank
@@ Property / cites work @@
+On Poisson equation and diffusion approximation. II.
+Normal rank
@@ Property / cites work @@
+Q4328545
@@ Property / cites work: Q4328545 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random
+Normal rank
@@ Property / cites work @@
+Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
+Normal rank