Pages that link to "Item:Q1356624"

The following pages link to Connections between stochastic control and dynamic games (Q1356624):

Displaying 31 items.

• Long run risk sensitive portfolio with general factors (Q283999) (← links)
• A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
• Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
• Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure (Q847123) (← links)
• Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080) (← links)
• On the optimality of threshold control in queues with model uncertainty (Q975793) (← links)
• Stability and reliable data reconstruction of uncertain dynamic systems over finite capacity channels (Q980922) (← links)
• Risk-sensitivity conditions for stochastic uncertain model validation (Q1049165) (← links)
• Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) (← links)
• Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral cost (Q1292391) (← links)
• Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
• A robustness result for stochastic control (Q1603797) (← links)
• Robust output feedback stabilization via risk-sensitive control (Q1614323) (← links)
• Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
• Ignorance, pervasive uncertainty, and household finance (Q2067398) (← links)
• Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control (Q2116649) (← links)
• Event-triggered minimax state estimation with a relative entropy constraint (Q2280982) (← links)
• A note on risk-sensitive control of invariant models (Q2382591) (← links)
• Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
• Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems (Q2503609) (← links)
• \(H_{\infty}\)-like control for nonlinear stochastic systems (Q2504654) (← links)
• Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
• Robust controllability of linear stochastic uncertain systems (Q2576082) (← links)
• On the worst-case disturbance of minimax optimal control (Q2576089) (← links)
• Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement (Q2694481) (← links)
• Robust Control of Partially Observable Failing Systems (Q2830770) (← links)
• Robust filtering of stochastic uncertain systems on an infinite time horizon (Q3151659) (← links)
• Variational and optimal control representations of conditioned and driven processes (Q3302168) (← links)
• Partitioning a macroscopic system into independent subsystems (Q3303159) (← links)
• Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games (Q3387937) (← links)
• Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)