Pages that link to "Item:Q2248052"

The following pages link to A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization (Q2248052):

Displayed 12 items.

• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) ‎ (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) ‎ (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) ‎ (← links)
• Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) ‎ (← links)
• Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) ‎ (← links)
• Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) ‎ (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) ‎ (← links)
• Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) ‎ (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) ‎ (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) ‎ (← links)
• A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) ‎ (← links)
• Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach (Q5234310) ‎ (← links)