The following pages link to (Q2703816):
Displaying 50 items.
- Finite-time stability and stabilization of nonlinear stochastic hybrid systems (Q1023029) (← links)
- Consumption and portfolio rules for time-inconsistent investors (Q1038346) (← links)
- Risk-sensitivity conditions for stochastic uncertain model validation (Q1049165) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Stochastic optimal control via Bellman's principle. (Q1421446) (← links)
- \(N\)-player games and mean-field games with absorption (Q1617124) (← links)
- Optimal channel choice for lossy data flow transmission (Q1641947) (← links)
- Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis (Q1641950) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form (Q1656374) (← links)
- Optimal control algorithm of constrained fuzzy system integrating sliding mode control and model predictive control (Q1666873) (← links)
- A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms (Q1670372) (← links)
- Meshfree finite difference approximations for functions of the eigenvalues of the Hessian (Q1692302) (← links)
- Tensor approximation of generalized correlated diffusions and functional copula operators (Q1703029) (← links)
- Optimal admission control for many-server systems with QED-driven revenues (Q1704953) (← links)
- Finite time stability of stochastic hybrid systems (Q1725163) (← links)
- Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations (Q1773340) (← links)
- A Bayesian dynamic programming approach to optimal maintenance combined with burn-in (Q1819274) (← links)
- Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Applying hierarchical Bayesian neural network in failure time prediction (Q1955406) (← links)
- Probabilistic approach to finite state mean field games (Q1987323) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- A random walk model for the Schrödinger equation (Q1996943) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
- Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems (Q2019987) (← links)
- Optimal production and inventory rationing policies with selective-information sharing and two demand classes (Q2028874) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
- TT-QI: faster value iteration in tensor train format for stochastic optimal control (Q2038496) (← links)
- Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- The stochastic control model for use conversion of land (Q2044117) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Second order fully semi-Lagrangian discretizations of advection-diffusion-reaction systems (Q2049101) (← links)
- A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation (Q2055175) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011) (← links)
- Quasistationary distributions and ergodic control problems (Q2074986) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Optimal investment and abandonment decisions for projects with construction uncertainty (Q2076946) (← links)
- Applications of Markov chain approximation methods to optimal control problems in economics (Q2097976) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion (Q2134298) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations (Q2143213) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
