Pages that link to "Item:Q2349616"

The following pages link to Optimal control of stochastic hybrid system with jumps: a numerical approximation (Q2349616):

Displaying 16 items.

• Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
• Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
• Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks (Q723983) (← links)
• On the grey Baker-Thompson rule (Q828027) (← links)
• Calculus of variations and nonlinear optimization based algorithm for optimal control of hybrid systems with controlled switching (Q1674957) (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
• A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
• Project portfolio selection based on multi-project synergy (Q2083358) (← links)
• Rumour propagation: an operational research approach by computational and information theory (Q2089329) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs (Q2255057) (← links)
• Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise (Q2410711) (← links)
• Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
• Dynamic programming for semi-Markov modulated SDEs (Q5093684) (← links)
• Profit optimization for cattle growing in a randomly fluctuating environment (Q5248224) (← links)
• Mathematical encouragement of companies to cooperate by using cooperative games with fuzzy approach (Q6175335) (← links)