Q6097286 (Q6097286): Difference between revisions

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-.22124/jmm.2022.20887.1826
@@ Property / DOI: 10.22124/jmm.2022.20887.1826 / rank @@
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@@ Property / cites work @@
+Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
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+An Introductory Approach to Duality in Optimal Stochastic Control
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@@ Property / cites work @@
+Q3878440
@@ Property / cites work: Q3878440 / rank @@
+Normal rank
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
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+Black's consol rate conjecture
@@ Property / cites work: Black's consol rate conjecture / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control of Partially Observable Diffusions
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@@ Property / cites work @@
+Q4726159
@@ Property / cites work: Q4726159 / rank @@
+Normal rank
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+An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
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+Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
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+Dynamic Programming Approach to Stochastic Evolution Equations
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+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
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@@ Property / cites work @@
+Q3950972
@@ Property / cites work: Q3950972 / rank @@
+Normal rank
@@ Property / cites work @@
+An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations
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@@ Property / cites work @@
+Spline Functions
@@ Property / cites work: Spline Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging options for a large investor and forward-backward SDE's
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@@ Property / cites work @@
+On a Matrix Riccati Equation of Stochastic Control
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@@ Property / cites work @@
+Q5200269
@@ Property / cites work: Q5200269 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3986626
@@ Property / cites work: Q3986626 / rank @@
+Normal rank
@@ Property / cites work @@
+Sufficient conditions of optimality for stochastic systems with controllable diffusions
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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@@ Property / DOI @@
+.22124/JMM.2022.20887.1826
@@ Property / DOI: 10.22124/JMM.2022.20887.1826 / rank @@
+Normal rank