The following pages link to (Q4086303):
Displayed 50 items.
- Drift rate control of a Brownian processing system (Q558667) (← links)
- A solvable stochastic control problem in hyperbolic three space (Q579213) (← links)
- Partially observable linear-quadratic stochastic pursuit-evasion games (Q581353) (← links)
- Optimization of Brownian search strategies (Q594810) (← links)
- On optimal control of a Brownian motion (Q594837) (← links)
- Some finance problems solved with nonsmooth optimization techniques (Q597156) (← links)
- On optimal sharing rules in discrete- and continuous-time principal-agent problems with exponential utility (Q673263) (← links)
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
- Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints (Q686133) (← links)
- Long-term average control of a continuous, monotone process (Q687075) (← links)
- Optimal maintenance investment of plants and its dependence on environmental conditions (Q688422) (← links)
- On non-existence of Markov equilibria in competitive-market economies (Q697970) (← links)
- Stratifiable families of extremals and sufficient conditions for optimality in optimal control problems (Q702379) (← links)
- On two-point boundary conditions in optimal control problems (Q702385) (← links)
- Subgame consistent cooperative solutions in stochastic differential games (Q704746) (← links)
- Optimal control for linear systems with time delay in control input (Q705927) (← links)
- Deterministic and stochastic dynamic adjustment of capital investment budgets (Q751953) (← links)
- Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
- Recursive utility and the Ramsey problem (Q753632) (← links)
- Information exchange between independent stochastic systems (Q755516) (← links)
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion (Q760965) (← links)
- On stochastic programmed design of strategies in a differential game (Q786661) (← links)
- Optimal discounted control for a continuous time inventory model (Q786780) (← links)
- The equivalence of ''strong calmness'' and ''calmness'' in optimal control theory (Q787093) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- A variational principle for the Navier-Stokes equation (Q789613) (← links)
- A preliminary theoretical analysis of a modified membrane filter technique to detect ice forming nuclei in a thermal diffusion chamber (Q797439) (← links)
- Approximate solutions of the Bellman equation of deterministic control theory (Q802134) (← links)
- Hamilton-Jacobi equations: Viscosity solutions and generalized gradients (Q803387) (← links)
- A note on controlled diffusions with long finite horizon (Q805584) (← links)
- The application of the separation principle for the linear continuous systems with coloured noise (Q805588) (← links)
- A stochastic control approach to reciprocal diffusion processes (Q805590) (← links)
- Further results on asset pricing with incomplete information (Q809856) (← links)
- Stochastic methods for Dirichlet problems (Q812077) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Local fields of extremals for optimal control problems with state constraints of relative degree 1 (Q850867) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates (Q864651) (← links)
- Asymptotic and numerical analysis of the optimal investment strategy for an insurer (Q865616) (← links)
- Regularity of solution maps of differential inclusions under state constraints (Q878241) (← links)
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case (Q883365) (← links)
- Optimal policies in a nonlinear bioeconomic model of eutrophication (Q910356) (← links)
- Variational processes from the weak forward equation (Q920484) (← links)
- Nonlinear stochastic optimal bounded control of hysteretic systems with actuator saturation (Q926155) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- Persistence and stability of solutions of Hamilton-Jacobi equations (Q936585) (← links)
- \(\varepsilon\)-value function and dynamic programming (Q937133) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- On reinsurance and investment for large insurance portfolios (Q939386) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)