Pages that link to "Item:Q1849473"

The following pages link to Dynamic programming for stochastic target problems and geometric flows (Q1849473):

Displaying 50 items.

• Facelifting in utility maximization (Q261918) (← links)
• The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
• Stochastic Perron for stochastic target games (Q292921) (← links)
• Almost-sure hedging with permanent price impact (Q309172) (← links)
• Stochastic Perron for stochastic target problems (Q328468) (← links)
• Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
• Option hedging for small investors under liquidity costs (Q650751) (← links)
• The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
• Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
• A stochastic representation for mean curvature type geometric flows (Q1431481) (← links)
• Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
• A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
• Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
• Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
• On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
• Quenched mass transport of particles toward a target (Q2194119) (← links)
• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• A lending scheme for a system of interconnected banks with probabilistic constraints of failure (Q2203046) (← links)
• Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Stochastic target games with controlled loss (Q2454400) (← links)
• Stochastic control and compatible subsets of constraints (Q2484956) (← links)
• Small time path behavior of double stochastic integrals and applications to stochastic control (Q2496497) (← links)
• Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513) (← links)
• The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions (Q2800366) (← links)
• State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794) (← links)
• Quasiconvex functions and nonlinear PDEs (Q2847036) (← links)
• A Stochastic Target Approach for P&L Matching Problems (Q2925345) (← links)
• Hedging costs for two large investors (Q3017913) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD (Q3421621) (← links)
• A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801) (← links)
• A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
• PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
• Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680) (← links)
• A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (Q4796719) (← links)
• LIQUIDITY IN A BINOMIAL MARKET (Q4906530) (← links)
• (Q4998975) (← links)
• Adaptive Robust Control in Continuous Time (Q5158383) (← links)
• Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
• Almost sure properties of controlled diffusions and worst case properties of deterministic systems (Q5458123) (← links)
• Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
• Relative arbitrage: Sharp time horizons and motion by curvature (Q6054367) (← links)
• A stochastic target problem for branching diffusion processes (Q6123265) (← links)