The following pages link to (Q4032143):
Displayed 50 items.
- Global propagation of singularities for time dependent Hamilton-Jacobi equations (Q255829) (← links)
- A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834) (← links)
- Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (Q257776) (← links)
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
- On a team control problem under obstacles (Q265855) (← links)
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- An infinite-dimensional weak KAM theory via random variables (Q325237) (← links)
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (Q354098) (← links)
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Time-delayed feedback control optimization for quasi-linear systems under random excitations (Q358917) (← links)
- Strategies in the principal-agent model (Q361824) (← links)
- Stochastic differential games and energy-efficient power control (Q367443) (← links)
- Singular boundary characteristics of the Hamilton-Jacobi equation (Q370478) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control (Q391379) (← links)
- The optimal control problem associated with multi-valued stochastic differential equations with jumps (Q392460) (← links)
- Waiting time effect for motion by positive second derivatives and applications (Q405616) (← links)
- SBV-like regularity for Hamilton-Jacobi equations with a convex Hamiltonian (Q413235) (← links)
- Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
- Scalar conservation laws with fractional stochastic forcing: existence, uniqueness and invariant measure (Q424481) (← links)
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Refined second law of thermodynamics for fast random processes (Q430925) (← links)
- Weak convergence and fluid limits in optimal time-to-empty queueing control problems (Q434250) (← links)
- \(L ^{\infty }\) variational problems with running costs and constraints (Q434357) (← links)
- Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
- Second order Hamilton-Jacobi-Bellman equations with an unbounded operator (Q435044) (← links)
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (Q435086) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Existence and regularity results for fully nonlinear equations with singularities (Q453306) (← links)
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- Existence of optimal controls on infinite time intervals for some classes of differential equations (Q461328) (← links)
- Coefficient conditions for the existence of optimal control for systems of differential equations (Q461500) (← links)
- Explicit solution of relative entropy weighted control (Q465547) (← links)
- Coefficient conditions for existence of an optimal control for systems of differential equations (Q467673) (← links)
- On synthesizing team target controls under obstacles and collision avoidance (Q468220) (← links)
- Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem (Q471089) (← links)
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- The optimal policy for insurance company under consideration of internal competition and the time value of ruin (Q477513) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- On the minimizers of calculus of variations problems in Hilbert spaces (Q488123) (← links)
- Stochastic optimal control of MDOF nonlinear systems under combined harmonic and wide-band noise excitations (Q493943) (← links)
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- The ergodic problem for some subelliptic operators with unbounded coefficients (Q503121) (← links)