Pages that link to "Item:Q3469018"

The following pages link to Convex Duality Approach to the Optimal Control of Diffusions (Q3469018):

Displaying 23 items.

• Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
• On sets of occupational measures generated by a deterministic control system on an infinite time horizon (Q393204) (← links)
• Optimal arbitrage under model uncertainty (Q657697) (← links)
• Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
• Convex duality for finite-fuel problems in singular stochastic control (Q1321249) (← links)
• Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
• Discontinuous control problems with state constraints: linear formulations and dynamic programming principles (Q1947325) (← links)
• On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
• Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
• The large time profile for Hamilton-Jacobi-Bellman equations (Q2089715) (← links)
• Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
• Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time (Q2405523) (← links)
• Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (Q2633647) (← links)
• Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems (Q2637801) (← links)
• Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton–Jacobi Equations (Q2909704) (← links)
• Use of Approximations of Hamilton-Jacobi-Bellman Inequality for Solving Periodic Optimization Problems (Q2948781) (← links)
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians (Q3359101) (← links)
• Value function estimators for Feynman-Kac forward-backward SDEs in stochastic optimal control (Q6088349) (← links)