The following pages link to Makiko Nisio (Q731708):
Displayed 40 items.
- Minimum entropy control for time-varying systems (Q2565152) (← links)
- On robust stability of singular systems with random abrupt changes (Q2568091) (← links)
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
- Optimal time substitution in a control process (Q2577207) (← links)
- (Q3239654) (← links)
- On a New Definition of Stochastic Integral by Random Riemann Sum (Q3250084) (← links)
- (Q3345520) (← links)
- Optimal Controls for Stochastic Partial Differential Equations (Q3472030) (← links)
- Nonlinear semigroup arising in the control of diffusions with partial observation (Q3479304) (← links)
- (Q3693419) (← links)
- (Q3851206) (← links)
- (Q3853545) (← links)
- (Q3901421) (← links)
- (Q3924923) (← links)
- Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495) (← links)
- (Q4101714) (← links)
- (Q4121275) (← links)
- (Q4227199) (← links)
- Differential games for stochastic partial differential equations (Q4271310) (← links)
- (Q4322888) (← links)
- Stochastic differential games and viscosity solutions of Isaacs equations (Q4711492) (← links)
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665) (← links)
- (Q4739770) (← links)
- On stochastic relaxed control for partially observed diffusions (Q4743525) (← links)
- (Q4764545) (← links)
- (Q5332901) (← links)
- Stochastic Control Theory (Q5495097) (← links)
- (Q5521110) (← links)
- On the Continuity of Stationary Gaussian Processes (Q5563147) (← links)
- On the Oscillation Functions of Gaussian Processes. (Q5639078) (← links)
- (Q5678259) (← links)
- On stochastic optimal control laws (Q5684935) (← links)
- (Q5687110) (← links)
- Conditions for no breakdown and Bellman equations of risk-sensitive control (Q5926212) (← links)
- Risk-sensitive and robust escape control for degenerate diffusion processes (Q5936218) (← links)
- Convexity in stochastic control (Q5943514) (← links)
- Robust limits of risk sensitive nonlinear filters (Q5943904) (← links)
- On terminating Markov decision processes with a risk-averse objective function (Q5947647) (← links)
- On risk-sensitive ergodic impulsive control of Markov processes (Q5956452) (← links)
- Large deviation limit for discrete-time, totally observed stochastic control problems with multiplicative cost (Q5961572) (← links)