Pages that link to "Item:Q2822794"
From MaRDI portal
The following pages link to State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794):
Displaying 11 items.
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- A verification theorem for optimal stopping problems with expectation constraints (Q1734287) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
