Pages that link to "Item:Q964784"

The following pages link to Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784):

Displaying 45 items.

• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• On the multiplier-penalty-approach for quasi-variational inequalities (Q344924) (← links)
• The semismooth Newton method for the solution of quasi-variational inequalities (Q496226) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
• Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
• Augmented Lagrangian and exact penalty methods for quasi-variational inequalities (Q1744910) (← links)
• Hidden geometry of bidirectional grid-constrained stochastic processes (Q2039161) (← links)
• Explicit solutions for a class of nonlinear BSDEs and their nodal sets (Q2096192) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• Some results on strongly pseudomonotone quasi-variational inequalities (Q2190745) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
• Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
• Solving quasi-variational inequalities via their KKT conditions (Q2452385) (← links)
• Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
• Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
• Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• (Q5043153) (← links)
• Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
• European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
• Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods (Q5206943) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)
• Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• An existence result for strongly pseudomonotone quasi-variational inequalities (Q6054815) (← links)
• A topological approach for vector quasi-variational inequalities with set-valued functions (Q6067199) (← links)
• Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
• Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
• Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching (Q6657507) (← links)