Pages that link to "Item:Q431771"
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The following pages link to Optimal control with random parameters: a multiscale approach (Q431771):
Displaying 9 items.
- Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
- Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
- Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
- Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (Q4999508) (← links)
- Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization (Q5065050) (← links)
- Singular perturbations for a subelliptic operator (Q5376671) (← links)
- Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)
