Pages that link to "Item:Q3203612"
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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.
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- Approximately convex functions and approximately monotonic operators (Q858631) (← links)
- Duality theorem for the stochastic optimal control problem (Q860701) (← links)
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization (Q873799) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- An impulsive control problem with state constraint (Q912378) (← links)
- Maximal solutions and universal bounds for some partial differential equations of evolution (Q919191) (← links)
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations (Q920282) (← links)
- Viscosity solutions of fully nonlinear second-order elliptic partial differential equations (Q920285) (← links)
- Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
- Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Asymptotic behavior of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian (Q1006807) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Nonlinear semigroup for the unnormalized conditional density (Q1063570) (← links)
- Two remarks on Monge-Ampère equations (Q1076900) (← links)
- Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) (← links)
- Optimal stochastic scheduling of systems with Poisson noises (Q1093613) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- The Hamilton-Jacobi-Bellman equation with a gradient constraint (Q1114854) (← links)
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions (Q1175016) (← links)
- On the rate of convergence of solutions in singular perturbation problems (Q1177031) (← links)
- Weak solutions for the Levi equation and envelope of holomorphy (Q1180536) (← links)
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces (Q1187999) (← links)
- Nonuniqueness of solutions of a degenerate parabolic equation (Q1199797) (← links)
- Quasilinear second order elliptic equations with Venttsel boundary conditions (Q1320303) (← links)
- An optimal property of \(\ell\)-minimal surfaces in viscosity interpretation (Q1330705) (← links)
- Interacting particle systems and generalized evolution of fronts (Q1337973) (← links)
- On the existence of a positive solution of semilinear elliptic equations in unbounded domains (Q1357508) (← links)
- Viscosity solution theory of a class of nonlinear degenerate parabolic equations. I: Uniqueness and existence of viscosity solutions (Q1367246) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Characterization of optimality for controlled diffusion processes (Q1391336) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Isolated singularities for some types of curvature equations. (Q1426092) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Mini review of fundamental notions in the theory of fully nonlinear elliptic second-order differential equations (Q1588966) (← links)
- Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain (Q1627700) (← links)
- Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- A study of comparison, existence and regularity of viscosity and weak solutions for quasilinear equations in the Heisenberg group (Q1733892) (← links)
- Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
- Existence of solutions to fully nonlinear elliptic equations with gradient nonlinearity (Q1750721) (← links)
- Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
- Nonlinear eigenvalues and bifurcation problems for Pucci's operators (Q1775904) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Nonlinear potentials for Hamilton-Jacobi-Bellman equations (Q1802850) (← links)
- PDE solutions of stochastic differential utility (Q1802947) (← links)
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations (Q1812652) (← links)
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211) (← links)
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms (Q1813259) (← links)