Pages that link to "Item:Q2796108"

The following pages link to Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem (Q2796108):

Displaying 14 items.

• Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration (Q1679084) (← links)
• A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
• A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
• Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
• Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
• Model predictive control for drift counteraction of stochastic constrained linear systems (Q2662266) (← links)
• A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
• Regularity and Stability of Feedback Relaxed Controls (Q3382776) (← links)
• Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems (Q4507397) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
• Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
• Stochastic differential games with controlled regime-switching (Q6563145) (← links)