Pages that link to "Item:Q5408792"

The following pages link to Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations (Q5408792):

Displaying 35 items.

• Stochastic Perron for stochastic target games (Q292921) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
• Stochastic Perron for stochastic target problems (Q328468) (← links)
• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• Moral hazard under ambiguity (Q1626505) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
• Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
• On the asymptotic optimality of the comb strategy for prediction with expert advice (Q2240467) (← links)
• Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians (Q4568055) (← links)
• Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
• Martingale Optimal Transport with Stopping (Q4605433) (← links)
• Optimal entry and consumption under habit formation (Q5084791) (← links)
• Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
• Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
• Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (Q5210850) (← links)
• Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
• Contract Theory in a VUCA World (Q5232267) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
• Distribution‐constrained optimal stopping (Q5743126) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
• Models with Uncertain Volatility (Q6153044) (← links)
• Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
• Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)