Pages that link to "Item:Q3128457"

The following pages link to Stochastic Verification Theorems within the Framework of Viscosity Solutions (Q3128457):

Displaying 20 items.

• Mean-variance portfolio selection with margin requirements (Q355783) (← links)
• Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer (Q646755) (← links)
• Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
• Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
• Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
• Characterization of optimality for controlled diffusion processes (Q1391336) (← links)
• Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571) (← links)
• Robust experimentation in the continuous time bandit problem (Q2150441) (← links)
• On continuous-time constrained stochastic linear-quadratic control (Q2174000) (← links)
• A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
• Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
• Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
• Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
• An Optimal Treatment Strategy for Diabetes (Q4736682) (← links)
• OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT (Q5854325) (← links)