Pages that link to "Item:Q271868"

The following pages link to Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868):

Displaying 24 items.

• Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
• A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927) (← 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)
• An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
• Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
• Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift (Q2131382) (← links)
• Long term average cost control problems without ergodicity (Q2171038) (← links)
• Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
• Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
• Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420) (← links)
• Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915) (← links)
• Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
• Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
• Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations (Q6138919) (← links)
• Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)