Pages that link to "Item:Q3203611"

The following pages link to Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611):

Displayed 50 items.

• First and second order necessary conditions for stochastic optimal control problems (Q442561) ‎ (← links)
• Financing policies via stochastic control: a dynamic programming approach (Q453634) ‎ (← links)
• Control: a perspective (Q463779) ‎ (← links)
• Modified domain decomposition method for Hamilton-Jacobi-Bellman equations (Q616035) ‎ (← links)
• Optimal arbitrage under model uncertainty (Q657697) ‎ (← links)
• Homogenization for fully nonlinear parabolic equations (Q707028) ‎ (← links)
• Large-time geometrical properties of solutions of the Barenblatt equation of elasto-plastic filtration (Q765941) ‎ (← links)
• Total risk aversion and the pricing of options (Q811316) ‎ (← links)
• Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems (Q819036) ‎ (← links)
• Fishery management in a regime switching environment: utility theory approach (Q831409) ‎ (← links)
• Solvability of uniformly elliptic fully nonlinear PDE (Q849242) ‎ (← links)
• A converse Lyapunov theorem for almost sure stabilizability (Q864477) ‎ (← links)
• On time-inhomogeneous controlled diffusion processes in domains (Q879254) ‎ (← links)
• The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations (Q920282) ‎ (← links)
• Computation of reservation prices of options with proportional transaction costs (Q956510) ‎ (← links)
• Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) ‎ (← links)
• Sur les équations de Monge-Ampère. (About the Monge-Ampère equations) (Q1067091) ‎ (← links)
• Problèmes de Neumann quasilinéaires. (Quasilinear Neumann problems) (Q1067093) ‎ (← links)
• Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation (Q1076240) ‎ (← links)
• Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) ‎ (← links)
• Optimal stochastic scheduling of systems with Poisson noises (Q1093613) ‎ (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) ‎ (← links)
• On the rate of convergence of solutions in singular perturbation problems (Q1177031) ‎ (← links)
• Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948) ‎ (← links)
• A note on probabilistic interpretation for quasilinear mixed boundary problems (Q1389950) ‎ (← links)
• Characterization of optimality for controlled diffusion processes (Q1391336) ‎ (← links)
• Viscosity solutions of fully nonlinear parabolic systems. (Q1399325) ‎ (← links)
• Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) ‎ (← links)
• Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration (Q1679084) ‎ (← links)
• Nonlinear eigenvalues and bifurcation problems for Pucci's operators (Q1775904) ‎ (← links)
• Total risk aversion, stochastic optimal control, and differential games (Q1813219) ‎ (← links)
• Quelques remarques sur les problèmes elliptiques quasilinéaires du second ordre. (Some remarks on second order quasilinear elliptic problems) (Q1820311) ‎ (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) ‎ (← links)
• Risk-sensitive and risk-neutral control for continuous-time hidden Markov models (Q1917179) ‎ (← links)
• Feynman and the mathematics (Q1921315) ‎ (← links)
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) ‎ (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) ‎ (← links)
• Generalized limit theorem and bifurcation for problems with Pucci's operator (Q2027807) ‎ (← links)
• Existence and multiplicity for Hamilton-Jacobi-Bellman equation (Q2054187) ‎ (← links)
• Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) ‎ (← links)
• Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach (Q2148918) ‎ (← links)
• Global bifurcation from intervals for problems with Pucci's operator (Q2190481) ‎ (← links)
• Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator (Q2215491) ‎ (← links)
• A viscosity solution approach to regularity properties of the optimal value function (Q2235894) ‎ (← links)
• Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) ‎ (← links)
• Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) ‎ (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) ‎ (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) ‎ (← links)
• The viability property of controlled jump diffusion processes (Q2519342) ‎ (← links)
• Multi-asset investment-consumption model with transaction costs (Q2567303) ‎ (← links)