Pages that link to "Item:Q2434482"

The following pages link to Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482):

Displaying 16 items.

• Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
• Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428) (← 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)
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
• Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
• Approximately reachable directions for piecewise linear switched systems (Q2274527) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• Filtering method for linear and non-linear stochastic optimal control of partially observable systems (Q5022791) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448) (← links)
• The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)