Pages that link to "Item:Q1797067"
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The following pages link to Mild solutions to the dynamic programming equation for stochastic optimal control problems (Q1797067):
Displaying 6 items.
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Feedback optimal controllers for the Heston model (Q2187328) (← links)
- The dynamic programming equation for a stochastic volatility optimal control problem (Q2280817) (← links)
- A Benamou-Brenier formulation of martingale optimal transport (Q2325339) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Inter‐temporal mutual‐fund management (Q6054428) (← links)
