The following pages link to Controlled diffusion processes (Q980741):
Displaying 27 items.
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
- Optimal controllability of manpower system with linear quadratic performance index (Q398191) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600) (← links)
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion (Q2370093) (← links)
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780) (← links)
- On optimality gaps in the Halfin-Whitt regime (Q2428055) (← links)
- On the stability of receding horizon control for continuous-time stochastic systems (Q2440018) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
- Adaptive boundary concentration control using Zakai equation (Q3578779) (← links)
- (Q3710444) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- (Q4988574) (← links)
- Switching diffusion approximations for optimal power management in parallel processing systems (Q4998029) (← links)
- Stochastic Control Theory (Q5495097) (← links)
- Stochastic singular optimal control problem of switching systems with constraints (Q5964473) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- Financial decisions involving credit default swaps over the business cycle (Q6567093) (← links)
- On fully nonlinear parabolic mean field games with nonlocal and local diffusions (Q6612257) (← links)
- Near optimality of Lipschitz and smooth policies in controlled diffusions (Q6648503) (← links)
- Linear programming approach to optimal control problems with unbounded state constraint (Q6667562) (← links)
