Dualit� convexe, temps d'arr�t optimal et contr�le stochastique (Q4104688): Difference between revisions

@@ Property / author @@
+Jean-Michel Bismut
@@ Property / author: Jean-Michel Bismut / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Théorie générale des processus et retournement du temps
+Normal rank
@@ Property / cites work @@
+Seminaire de probabilités VIII. Universite de Strasbourg
+Normal rank
@@ Property / cites work @@
+Problemes de temps d’arret optimal et inequations variationnelles paraboliques
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Théorie probabiliste du contrôle des diffusions
@@ Property / cites work: Théorie probabiliste du contrôle des diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Control of jump processes and applications
@@ Property / cites work: Control of jump processes and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
+Normal rank
@@ Property / cites work @@
+Q5556844
@@ Property / cites work: Q5556844 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic games and variational inequalities
@@ Property / cites work: Stochastic games and variational inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
+Normal rank
@@ Property / cites work @@
+Strongly supermedian functions and optimal stopping
+Normal rank
@@ Property / cites work @@
+Th�orie des processus stochastiques g�n�raux applications aux surmartingales
+Normal rank
@@ Property / cites work @@
+Processus de Markov
@@ Property / cites work: Processus de Markov / rank @@
+Normal rank
@@ Property / cites work @@
+Q4060204
@@ Property / cites work: Q4060204 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5512463
@@ Property / cites work: Q5512463 / rank @@
+Normal rank
@@ Property / cites work @@
+The stopping distributions of a Markov process
@@ Property / cites work: The stopping distributions of a Markov process / rank @@
+Normal rank
@@ Property / cites work @@
+State Constraints in Convex Control Problems of Bolza
+Normal rank
@@ Property / cites work @@
+Measurable dependence of convex sets and functions on parameters
+Normal rank
@@ Property / cites work @@
+Diffusion processes with continuous coefficients, I
+Normal rank
@@ Property / cites work @@
+Diffusion processes associated with L�vy generators
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf00537262
+Normal rank
@@ Property / OpenAlex ID @@
+W2885686794
@@ Property / OpenAlex ID: W2885686794 / rank @@
+Normal rank