Control of diffusion processes in R^N

Cited In (32)

Stochastic equilibrium discounting
Sur les équations de Monge-Ampère. I
Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations
Title not available (Why is that?)
Title not available (Why is that?)
Continuous and impulsive control of diffusion processes in N
Parallel search for information in continuous time -- optimal stopping and geometry of the PDE
Title not available (Why is that?)
Dynamic portfolio choice under asset price lognormality
Selection problems for a discount degenerate viscous Hamilton-Jacobi equation
Control of heterogeneous diffusion process in order to stabilize the probability distribution density
Title not available (Why is that?)
A remark on one-dimensional controlled diffusion processes
Financing policies via stochastic control: a dynamic programming approach
An impulsive control problem with state constraint
Viscosity Solutions of Hamilton-Jacobi Equations
Title not available (Why is that?)
A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
Title not available (Why is that?)
Regularity for obstacle problems in infinite dimensional Hilbert spaces
Certain results on a parabolic type Monge-Ampère equation
Title not available (Why is that?)
A remark on dynamic programming with final state constraints
Strong controllability of the diffusion equation in \(n\)-dimensions
Sur les équations de Monge-Ampère. (About the Monge-Ampère equations)
Stochastic variational formula for fundamental solutions of parabolic PDE
Algebraic topology methods for the prescribed scalar curvature problem
Title not available (Why is that?)
Output tracking control of a diffusion process with boundary inputs
Nonlinear potentials for Hamilton-Jacobi-Bellman equations
Control Theory and Experimental Design in Diffusion Processes

This page was built for publication: Control of diffusion processes in \(\mathbb R^N\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1142984)