Pages that link to "Item:Q1306939"
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The following pages link to Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939):
Displayed 42 items.
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Multiscale problems and homogenization for second-order Hamilton-Jacobi equations (Q2464474) (← links)
- Singularly perturbed Markov chains: limit results and applications (Q2467116) (← links)
- Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
- On control of two-scale stochastic systems with linear dynamics in the fast variables (Q2563991) (← links)
- On diffusion approximation with discountinuous coefficients. (Q2574527) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
- On the notion of weak stability and related issues of hybrid diffusion systems (Q2643426) (← links)
- Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space (Q2821806) (← links)
- Poisson approximation of processes with locally independent increments and Markov switching (Q2944757) (← links)
- Near-optimal control for multiparameter singularly perturbed stochastic systems (Q3084109) (← links)
- Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models (Q3300898) (← links)
- Occupation measure functionals in merging phase space (Q3585327) (← links)
- On Differential Games with Long-Time-Average Cost (Q3646700) (← links)
- A singularly perturbed stochastic delay system with a small parameter (Q4039253) (← links)
- Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods<sup>∗</sup> (Q4208310) (← links)
- A convergence method for stochastic differential games with a small parameter (Q4237954) (← links)
- Convergence in mean square for controlled singularly perturbed stochastic systems (Q4349658) (← links)
- Reliability of Semi-Markov Systems with Asymptotic Merging Phase Space (Q4562184) (← links)
- Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes (Q4636358) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
- Switching diffusion approximations for optimal power management in parallel processing systems (Q4998029) (← links)
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (Q4999508) (← links)
- Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
- Gradient flows and randomised thresholding: sparse inversion and classification* (Q5058108) (← links)
- A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems (Q5065055) (← links)
- Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises (Q5074271) (← links)
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems (Q5081152) (← links)
- Optimized adaptive prediction (Q5123722) (← links)
- Filtering the Maximum Likelihood for Multiscale Problems (Q5251773) (← links)
- Near-resonance frequency control in the presence of random perturbations of parameters (Q5318191) (← links)
- On Near Optimal Control of Systems with Slow Observables (Q5346502) (← links)
- Singular perturbations for a subelliptic operator (Q5376671) (← links)
- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise (Q5384784) (← links)
- Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals (Q5389048) (← links)
- Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics (Q5426644) (← links)
- Numerical solutions for jump-diffusions with regime switching (Q5460725) (← links)
- A two-factor stochastic production model with two time scales (Q5947622) (← links)
- Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises (Q6038472) (← links)
- Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)
- Stability of coupled jump diffusions and applications (Q6140098) (← links)