Pages that link to "Item:Q1306939"
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The following pages link to Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939):
Displayed 50 items.
- Analysis of an interacting particle method for rare event estimation (Q351492) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
- Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
- Optimal control with random parameters: a multiscale approach (Q431771) (← links)
- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
- Large deviations for two-time-scale diffusions, with delays (Q607781) (← links)
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060) (← links)
- Large deviation properties of weakly interacting processes via weak convergence methods (Q662424) (← links)
- Strong convergence rate of principle of averaging for jump-diffusion processes (Q693192) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Finitely additive representation of \(L^{p}\) spaces (Q879033) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Large games and the law of large numbers (Q952761) (← links)
- Queuing systems with semi-Markov flow in average and diffusion approximation schemes (Q1023979) (← links)
- Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time (Q1036925) (← links)
- Large deviations for Markov processes with discontinuous statistics. II: Random walks (Q1187106) (← links)
- Optimal filtering of discrete-time hybrid systems (Q1281967) (← links)
- On asymptotic optimization of a class of nonlinear stochastic hybrid systems (Q1298749) (← links)
- Control of dynamic systems under the influence of singularly perturbed Markov chains (Q1378700) (← links)
- Nonlinear filtering problem with contamination (Q1379714) (← links)
- Stochastic approximation with two time scales (Q1391875) (← links)
- Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space (Q1431563) (← links)
- Occupation measures of singularly perturbed Markov chains with absorbing states (Q1569963) (← links)
- Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
- Representation of systems disturbed by wide band noise (Q1609522) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Limit behavior of two-time-scale diffusions revisited (Q1775576) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions. (Q1807686) (← links)
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. (Q1884830) (← links)
- Large deviations and importance sampling for systems of slow-fast motion (Q1946537) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Singularly perturbed Markov chains: Convergence and aggregation (Q1975524) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Multiscale problems and homogenization for second-order Hamilton-Jacobi equations (Q2464474) (← links)
- Singularly perturbed Markov chains: limit results and applications (Q2467116) (← links)
- On control of two-scale stochastic systems with linear dynamics in the fast variables (Q2563991) (← links)
- On diffusion approximation with discountinuous coefficients. (Q2574527) (← links)
- On the notion of weak stability and related issues of hybrid diffusion systems (Q2643426) (← links)
- Near-optimal control for multiparameter singularly perturbed stochastic systems (Q3084109) (← links)
- Occupation measure functionals in merging phase space (Q3585327) (← links)
- On Differential Games with Long-Time-Average Cost (Q3646700) (← links)
- A singularly perturbed stochastic delay system with a small parameter (Q4039253) (← links)
- Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods<sup>∗</sup> (Q4208310) (← links)
- A convergence method for stochastic differential games with a small parameter (Q4237954) (← links)
- Convergence in mean square for controlled singularly perturbed stochastic systems (Q4349658) (← links)
- Near-resonance frequency control in the presence of random perturbations of parameters (Q5318191) (← links)
- Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals (Q5389048) (← links)
- Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics (Q5426644) (← links)