The following pages link to (Q4086303):
Displayed 50 items.
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates (Q864651) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Regularity of solution maps of differential inclusions under state constraints (Q878241) (← links)
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case (Q883365) (← links)
- Explicit form of the fundamental solution to a second order parabolic operator (Q905256) (← links)
- Global stability and optimal control for a tuberculosis model with vaccination and treatment (Q908174) (← links)
- Optimal policies in a nonlinear bioeconomic model of eutrophication (Q910356) (← links)
- Variational processes from the weak forward equation (Q920484) (← links)
- Optimal controller for uncertain stochastic polynomial systems (Q924048) (← links)
- Nonlinear stochastic optimal bounded control of hysteretic systems with actuator saturation (Q926155) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- Persistence and stability of solutions of Hamilton-Jacobi equations (Q936585) (← links)
- \(\varepsilon\)-value function and dynamic programming (Q937133) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- Characterization of Markovian equilibria in a class of differential games (Q953637) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- Stochastic intertemporal duality: an application to investment under uncertainty (Q956562) (← links)
- Solving optimal growth models with vintage capital: The dynamic programming approach (Q960261) (← links)
- Synthesis of optimal control for cooperative collision avoidance for aircraft (ships) with unequal turn capabilities (Q963655) (← links)
- An optimal control model and algorithm for the deviated well's trajectory planning (Q965602) (← links)
- Backward bifurcation and optimal control in transmission dynamics of West Nile virus (Q977700) (← links)
- Minimization of pollution concentration on a given time interval for the waste water cleaning plant (Q983377) (← links)
- Subgame consistent solutions for cooperative stochastic dynamic games (Q983725) (← links)
- Controlling a stopped diffusion process to reach a goal (Q984013) (← links)
- Density estimates for a random noise propagating through a chain of differential equations (Q990161) (← links)
- On the theory of sterilized foreign exchange intervention (Q991397) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- The influence of bankruptcy value on optimal risk control for diffusion models with proportional reinsurance (Q995512) (← links)
- Pricing general insurance with constraints (Q995515) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Importance sampling for a Markov modulated queuing network (Q1004403) (← links)
- Relaxation of a Bolza problem governed by a time-delay sweeping process (Q1005139) (← links)
- Boundary value problems arising in Kalman filtering (Q1009391) (← links)
- Optimal advertising and pricing in a new-product adoption model (Q1014032) (← links)
- Optimal cooperative collision avoidance strategy for coplanar encounter: Merz's solution revisited (Q1016398) (← links)
- A separation theorem for nonlinear systems (Q1023356) (← links)
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
- An equilibrium model of insider trading in continuous time (Q1037394) (← links)
- Consumption and portfolio rules for time-inconsistent investors (Q1038346) (← links)
- Optimal information acquisition for a linear quadratic control problem (Q1042161) (← links)
- Stochastic optimal bounded control of MDOF quasi nonintegrable-Hamiltonian systems with actuator saturation (Q1044301) (← links)
- The dynamic programming approach to multi-model robust optimization (Q1049071) (← links)
- Existence of optimal controls for partially observed linear diffusions (Q1054699) (← links)
- Stratified Hamiltonians and the optimal feedback control (Q1056366) (← links)
- Stochastic control theory and operational research (Q1058450) (← links)
- Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note (Q1059561) (← links)