On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
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Cites work
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- Applied stochastic control of jump diffusions.
- Existence of Markov Controls and Characterization of Optimal Markov Controls
- Linear Programming Formulation for Optimal Stopping Problems
- Occupation measures for controlled Markov processes: Characterization and optimality
- On the Existence of Optimal Controls
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- Superposition and mimicking theorems for conditional McKean-Vlasov equations
- Closed-loop convergence for mean field games with common noise
- Mean field games via controlled martingale problems: existence of Markovian equilibria
- Limit theory for controlled McKean-Vlasov dynamics
- Control and optimal stopping mean field games: a linear programming approach
- Controlled semi-Markov processes with constraints on control strategies and construction of optimal strategies in reliability and safety models
- Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints
- scientific article; zbMATH DE number 3940369 (Why is no real title available?)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time
- scientific article; zbMATH DE number 4203409 (Why is no real title available?)
- \(N\)-player games and mean-field games with smooth dependence on past absorptions
- A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints
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