Pages that link to "Item:Q534752"

The following pages link to Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752):

Displaying 14 items.

• Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059) (← links)
• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Abel-type results for controlled piecewise deterministic Markov processes (Q513387) (← links)
• Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
• Discontinuous control problems with state constraints: linear formulations and dynamic programming principles (Q1947325) (← links)
• Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control (Q1997191) (← links)
• Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
• SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms (Q2156346) (← links)
• Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method (Q2391933) (← links)
• Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems (Q2637801) (← links)
• (Q3303393) (← links)
• Min–max control problems via occupational measures (Q4979585) (← links)