Pages that link to "Item:Q2818213"
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The following pages link to A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213):
Displaying 11 items.
- Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- Optimal investment decision under switching regimes of subsidy support (Q2183316) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Game Options in an Imperfect Market with Default (Q4607043) (← links)
- Stochastic Dynamic Programming and Control of Markov Processes (Q4626499) (← links)
- On a switching control problem with càdlàg costs (Q5086897) (← links)
- A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
- Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
