Pages that link to "Item:Q3203612"
From MaRDI portal
The following pages link to Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612):
Displayed 50 items.
- Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions (Q1897238) (← links)
- The Bernstein estimates of viscosity solutions of linear parabolic equations (Q1916496) (← links)
- Feynman and the mathematics (Q1921315) (← links)
- Solution to the boundary blowup problem for \(k\)-curvature equation (Q2493992) (← links)
- A smoothing method of global optimization that preserves global minima (Q2494297) (← links)
- Motion by curvature by scaling nonlocal evolution equations (Q2499946) (← links)
- Singular sets for curvature equation of order \(k\) (Q2567305) (← links)
- The Dirichlet problem for the prescribed curvature equations (Q2640774) (← links)
- Remarks on elliptic singular perturbation problems (Q2644844) (← links)
- On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem (Q2999410) (← links)
- Viscosity solutions to degenerate complex monge-ampère equations (Q3018545) (← links)
- Local minima of nonconvex problems (Q3031502) (← links)
- ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- Ergodic control of degenerate diffusions (Q3128354) (← links)
- Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
- (Q3478818) (← links)
- Existence and uniqueness for viscosity solutions of degenerate quasilinear elliptic equations in r<sup>n</sup> (Q3485284) (← links)
- On the twice differentiability of viscosity solutions of nonlinear elliptic equations (Q3487833) (← links)
- A Counterexample to<i>C</i><sup>2,1</sup>Regularity for Parabolic Fully Nonlinear Equations (Q3532797) (← links)
- Continuity Properties of Optimal Multiple Stopping Value (Q3580102) (← links)
- Hölder gradient estimates for fully nonlinear elliptic equations (Q3799023) (← links)
- On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains (Q3970938) (← links)
- Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence (Q4030876) (← links)
- Representation of solutions of Hamilton-Jacobi equations (Q4205806) (← links)
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
- A singular stochastic control problem in an unbounded domain (Q4313779) (← links)
- Sub-hessians, super-hessians and conjugation (Q4316992) (← links)
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (Q4323360) (← links)
- A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations (Q4328313) (← links)
- The L∞ control problem with continuous control functions (Q4374864) (← links)
- L<sup>p</sup>- Theory for fully nonlinear uniformly parabolic equations (Q4521107) (← links)
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
- Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media (Q4678927) (← links)
- An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
- The Bellman equation for control of the running max of a diffusion and applications to look-back options (Q4711143) (← links)
- Stochastic differential games and viscosity solutions of Isaacs equations (Q4711492) (← links)
- Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486) (← links)
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665) (← links)
- Robust stochastic maximum principle for multi-model worst case optimization (Q4804440) (← links)
- The eigenvalue problem for Hessian operators (Q4837875) (← links)
- Some results on parabolic equations in Banach space (Q4839255) (← links)
- Maximum principles for viscosity subsolutions of some second order linear operators and some consequences (Q4861568) (← links)
- Sub- and superoptimality principles of dynamic programming revisited (Q4886561) (← links)
- Large Critical Exponents for Some Second Order Uniformly Elliptic Operators (Q5294650) (← links)
- A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
- First-Passage Distributions of Bidimensional Processes (Q5485374) (← links)
- Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations (Q5491392) (← links)
- Some Remark on Optimal Stochastic Control with Partial Information (Q5707913) (← links)