Pages that link to "Item:Q750015"

The following pages link to Asymptotic expansions for Markov processes with Lévy generators (Q750015):

Displaying 33 items.

• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Optimal dynamic pricing of inventories with stochastic demand and discounted criterion (Q439428) (← links)
• Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems (Q608471) (← links)
• Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
• Stabilizability of a class of stochastic bilinear hybrid systems (Q719601) (← links)
• Corrigendum for comparison theorems in: ``A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations'' (Q877487) (← links)
• Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
• Taxation, agency conflicts, and the choice between callable and convertible debt (Q960264) (← links)
• Applications of stochastic optimal control/dynamic programming to international finance and debt crises (Q1000008) (← links)
• Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems (Q1000012) (← links)
• Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games (Q1198562) (← links)
• Optimal risk and dividend control for a company with a debt liability (Q1265921) (← links)
• Geometric restrictions for the existence of viscosity solutions (Q1284419) (← links)
• Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948) (← links)
• Hierarchical production control in a stochastic manufacturing system with long-run average cost (Q1378664) (← links)
• Asset allocation with time variation in expected returns (Q1381452) (← links)
• Characterization of optimality for controlled diffusion processes (Q1391336) (← links)
• A zero sum differential game in a Hilbert space. (Q1404903) (← links)
• Stochastic hybrid control (Q1584642) (← links)
• A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms (Q1670372) (← links)
• Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
• A differential game with constrained dynamics and viscosity solutions of a related HJB equation (Q1849023) (← links)
• Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions. (Q1873194) (← links)
• Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
• Exit time risk-sensitive control for systems of cooperative agents (Q2274526) (← links)
• On a probabilistic approach to a problem of semi-classical analysis (Q2484253) (← links)
• Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions (Q3300786) (← links)
• Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
• A uniqueness result on cauchy problem related to jump-type markov processes with unbounded characteristics (Q4542193) (← links)
• A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions (Q5004536) (← links)
• Manufacturing systems with random breakdowns and deteriorating items (Q5930062) (← links)