Asymptotic optimal tracking: feedback strategies (Q4584679): Difference between revisions

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+Ergodic Control of Diffusion Processes
@@ Property / cites work: Ergodic Control of Diffusion Processes / rank @@
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+Asymptotic lower bounds for optimal tracking: a linear programming approach
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+On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
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+Functional Integration and Partial Differential Equations. (AM-109)
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+Almost sure optimal hedging strategy
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+Stochastic differential inclusions and applications.
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+Stationary solutions and forward equations for controlled and singular martingale problems
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+Linear and quasilinear elliptic equations
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+The Skorohod oblique reflection problem in time-dependent domains
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+Q4435813
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+Stochastic differential equations with time-dependent reflecting barriers
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+Diffusion processes with boundary conditions
@@ Property / cites work: Diffusion processes with boundary conditions / rank @@
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+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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+Publication:4584679