Pages that link to "Item:Q2802081"
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The following pages link to A Pseudo-Markov Property for Controlled Diffusion Processes (Q2802081):
Displaying 15 items.
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- On the link between infinite horizon control and quasi-stationary distributions (Q1730930) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Large deviations for interacting multiscale particle systems (Q2105066) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints (Q2818217) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- A stochastic target problem for branching diffusion processes (Q6123265) (← links)
