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.
- 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)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- (Q4568338) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
- Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media (Q4678927) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← 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)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- (Q4994317) (← links)
- Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization (Q5006467) (← links)
- $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
- Non-existence of dead cores in fully nonlinear elliptic models (Q5048640) (← links)
- Discontinuous Galerkin and <i>C</i><sup>0</sup>-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization (Q5066871) (← links)
- Mean-variance problem for an insurer with default risk under a jump-diffusion risk model (Q5076896) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- Small diffusion and short-time asymptotics for Pucci operators (Q5090275) (← links)
- Monotonicity of solutions for a class of uniformly elliptic nonlocal Bellman systems (Q5094524) (← links)
- On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
- Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
- Ergodicity of Sublinear Markovian Semigroups (Q5155618) (← links)
- Hölder Continuity to Hamilton-Jacobi Equations with Superquadratic Growth in the Gradient and Unbounded Right-hand Side (Q5200550) (← 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)