Stochastic Perron for stochastic target problems (Q328468): Difference between revisions

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-.1007/s10957-016-0958-2
@@ Property / DOI: 10.1007/s10957-016-0958-2 / rank @@
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+W2338818564
@@ Property / OpenAlex ID: W2338818564 / rank @@
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@@ Property / arXiv ID @@
+.03906
@@ Property / arXiv ID: 1604.03906 / rank @@
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@@ Property / cites work @@
+Superreplication Under Gamma Constraints
@@ Property / cites work: Superreplication Under Gamma Constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming for stochastic target problems and geometric flows
+Normal rank
@@ Property / cites work @@
+Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
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@@ Property / cites work @@
+Stochastic targets with mixed diffusion processes and viscosity solutions.
+Normal rank
@@ Property / cites work @@
+Stochastic Target Problems with Controlled Loss in Jump Diffusion Models
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@@ Property / cites work @@
+Stochastic Target Problems with Controlled Loss
@@ Property / cites work: Stochastic Target Problems with Controlled Loss / rank @@
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@@ Property / cites work @@
+Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case
+Normal rank
@@ Property / cites work @@
+Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games
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@@ Property / cites work @@
+Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations
+Normal rank
@@ Property / cites work @@
+A Pseudo-Markov Property for Controlled Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Optimal control versus stochastic target problems: an equivalence result
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@@ Property / cites work @@
+Stochastic Perron for stochastic target games
@@ Property / cites work: Stochastic Perron for stochastic target games / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions
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@@ Property / DOI @@
+.1007/S10957-016-0958-2
@@ Property / DOI: 10.1007/S10957-016-0958-2 / rank @@
+Normal rank