The following pages link to Optimal control of a jump process (Q4119924):
Displaying 11 items.
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Optimal control problem regularization for the Markov process with finite number of states and constraints (Q505315) (← links)
- Methods to design optimal control of Markov process with finite state set in the presence of constraints (Q544780) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- The optimal control of a two-parameter jump process (Q1085134) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443) (← links)
- Heat release by controlled continuous-time Markov jump processes (Q1942211) (← links)
- Optimization of queuing system via stochastic control (Q2391328) (← links)
- (Q3931979) (← links)
- A representation theory for the impulse control of jump processes (Q3946061) (← links)
