Pages that link to "Item:Q424648"
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The following pages link to Continuous-time Markov chains and applications. A two-time-scale approach (Q424648):
Displaying 50 items.
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
- Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
- Stochastic systems arising from Markov modulated empirical measures (Q1697658) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- An averaging principle for two-time-scale stochastic functional differential equations (Q1986531) (← links)
- Nonzero-sum impulse games with regime switching (Q2081783) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Fast-slow-coupled stochastic functional differential equations (Q2124507) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
- An optimal pricing policy under a Markov chain model (Q2133640) (← links)
- A class of generalized Ginzburg-Landau equations with random switching (Q2149708) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Stochastic Kolmogorov systems driven by wideband noises (Q2162561) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Ginzburg-Landau equations with random switching and impulsive perturbations (Q2207089) (← links)
- Mobility can drastically improve the heavy traffic performance from \(\frac{1}{1-\varrho}\) to \(\log(1/(1-\varrho))\) (Q2210660) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- Perturbed Markov chains with damping component (Q2241517) (← links)
- Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. (Q2283684) (← links)
- On laws of large numbers for systems with mean-field interactions and Markovian switching (Q2289785) (← links)
- Fractional differential equation approach for convex optimization with convergence rate analysis (Q2300643) (← links)
- Controllable Markov jump processes. I: Optimum filtering based on complex observations (Q2320292) (← links)
- Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains (Q2327410) (← links)
- On stochastic multi-group Lotka-Volterra ecosystems with regime switching (Q2364749) (← links)
- Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions (Q2401783) (← links)
- Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
- Ergodicity for functional stochastic differential equations and applications (Q2438291) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- Time-discretization approximation enriches continuous-time discrete-space models for animal movement (Q2686068) (← links)
- Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes (Q3120628) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- Coupling and ergodic theorems for Markov chains with damping component (Q3387884) (← links)
- Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems (Q4569234) (← links)
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes (Q4584277) (← links)
- Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
- Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems (Q4989154) (← links)
- (Q4999096) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
- Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
- Proximal constrained optimization approach with time penalization (Q5059186) (← links)
- Perturbation Analysis for Investment Portfolios Under Partial Information with Expert Opinions (Q5346507) (← links)
- Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
- Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models (Q5742552) (← links)
