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

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+A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations
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+Consumption-investment problem with transaction costs for Lévy-driven price processes
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+Q5711199
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+Controlled Markov processes and viscosity solutions
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+Dynamic programming principle for stochastic control problems driven by general Lévy noise
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+Q4328337
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+Optimal stochastic control, stochastic target problems, and backward SDE.
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+Q4255599
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