Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach
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- A linear programming formulation for constrained discounted continuous control for piecewise deterministic Markov processes
- A non-convex setup for multivalued differential equations driven by oblique subgradients
- Adapted solution of a backward stochastic differential equation
- Approximation and simulation of stochastic variational inequalities - splitting up method
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- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control
- Backward stochastic differential equation with random measures
- Backward stochastic differential equations and integral-partial differential equations
- Backward stochastic differential equations associated to jump Markov processes and applications
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- Backward stochastic variational inequalities
- Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
- Conjugate convex functions in optimal stochastic control
- Convergence of stochastic gene networks to hybrid piecewise deterministic processes
- Existence of Markov Controls and Characterization of Optimal Markov Controls
- Linear programming approach to deterministic infinite horizon optimal control problems with discounting
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method
- Multi-dimensional BSDE with oblique reflection and optimal switching
- Multivalued backward stochastic differential equations with oblique subgradients
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- Occupation measures for controlled Markov processes: Characterization and optimality
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time
- Optimality issues for a class of controlled singularly perturbed stochastic systems
- Point processes and queues. Martingale dynamics
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps
- Set-valued analysis
- Stochastic optimal control and linear programming approach
- Stochastic regulation of gene expression
- Time-average control of martingale problems: Existence of a stationary solution
- Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
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