Stochastic Dynamic Programming and Control of Markov Processes (Q4626499): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-61282-9_9
+Normal rank
@@ Property / OpenAlex ID @@
+W2754320306
@@ Property / OpenAlex ID: W2754320306 / rank @@
+Normal rank
@@ Property / cites work @@
+A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations
+Normal rank
@@ Property / cites work @@
+Consumption-investment problem with transaction costs for Lévy-driven price processes
+Normal rank
@@ Property / cites work @@
+Q5711199
@@ Property / cites work: Q5711199 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Dynamic programming principle for stochastic control problems driven by general Lévy noise
+Normal rank
@@ Property / cites work @@
+Q4328337
@@ Property / cites work: Q4328337 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank