Pages that link to "Item:Q3703777"
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The following pages link to Asymptotic Evolution of a Stochastic Control Problem (Q3703777):
Displaying 6 items.
- Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate (Q913229) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Time-average control of martingale problems: the hamilton-jacobi-bellman equation (Q3827156) (← links)