Pages that link to "Item:Q2252480"
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The following pages link to Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480):
Displayed 9 items.
- Stochastic Perron for stochastic target games (Q292921) (← links)
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
- Martingale Optimal Transport with Stopping (Q4605433) (← links)
- Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)