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