scientific article; zbMATH DE number 4118295
From MaRDI portal
Publication:4732408
Recommendations
- Variational Inequalities for Combined Control and Stopping
- Variational Inequalities for Combined Control and Stopping Game
- scientific article; zbMATH DE number 891141
- Variational inequalities in Hilbert spaces with measures and optimal stopping problems
- Stochastic control of symmetric markov processes and nonlinear variational inequalities
Cited in
(13)- Impulse control of stochastic Navier-Stokes equations
- A variational formula for controlled backward stochastic partial differential equations and some applications
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model
- Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
- Variational Inequalities for Combined Control and Stopping Game
- Nested variational inequalities and related optimal starting–stopping problems
- scientific article; zbMATH DE number 1174478 (Why is no real title available?)
- Variational Inequalities for Combined Control and Stopping
- scientific article; zbMATH DE number 1783781 (Why is no real title available?)
- Optimal control of stochastic variational inequalities
- Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4732408)