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):
Displaying 50 items.
- A solution to the Monge transport problem for Brownian martingales (Q2039418) (← links)
- Stochastic optimal transport with free end time (Q2041815) (← links)
- Existence and multiplicity for Hamilton-Jacobi-Bellman equation (Q2054187) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) (← links)
- A note on one-dimensional symmetry for Hamilton-Jacobi equations with extremal Pucci operators and application to Bernstein type estimate (Q2131376) (← links)
- Robust experimentation in the continuous time bandit problem (Q2150441) (← links)
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090) (← links)
- A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
- Liouville-type results in exterior domains for radial solutions of fully nonlinear equations (Q2184708) (← links)
- A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
- Global bifurcation from intervals for problems with Pucci's operator (Q2190481) (← links)
- Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator (Q2215491) (← links)
- Comparison geometry for an extension of Ricci tensor (Q2242603) (← links)
- Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) (← links)
- A thorough description of one-dimensional steady open channel flows using the notion of viscosity solution (Q2247172) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions (Q2289802) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
- Spontaneous stochasticity and anomalous dissipation for Burgers equation (Q2350106) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
- Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← 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)
- Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
- Singular sets for curvature equation of order \(k\) (Q2567305) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- The Dirichlet problem for the prescribed curvature equations (Q2640774) (← links)
- Remarks on elliptic singular perturbation problems (Q2644844) (← links)
- Maximum principles and the method of moving planes for the uniformly elliptic nonlocal Bellman operator and applications (Q2663151) (← links)
- On the equivalence of viscosity solutions and distributional solutions for the time-fractional diffusion equation (Q2669925) (← links)
- A selection procedure for extracting the unique Feller weak solution of degenerate diffusions (Q2694475) (← links)
- On the viscosity solutions of a stochastic differential utility problem (Q2694813) (← links)
- Gradient blowup behavior for a viscous Hamilton-Jacobi equation with degenerate gradient nonlinearity (Q2699811) (← links)
- Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
- Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem (Q2796108) (← links)
- The COS Method for Pricing Options Under Uncertain Volatility (Q2920954) (← links)
- On the Fourier cosine series expansion method for stochastic control problems (Q2931526) (← 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)
