Pages that link to "Item:Q2822795"

The following pages link to Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795):

Displaying 15 items.

• Stochastic Perron for stochastic target games (Q292921) (← links)
• Transfer of a dynamic object onto the surface of an ellipsoid (Q1647452) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
• On the asymptotic optimality of the comb strategy for prediction with expert advice (Q2240467) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Adaptive Robust Control under Model Uncertainty (Q3121333) (← links)
• A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• Nonparametric Adaptive Robust Control under Model Uncertainty (Q6049374) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
• Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)