Pages that link to "Item:Q1235643"

The following pages link to A selection theorem for optimization problems (Q1235643):

Displaying 33 items.

• Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
• Central limit theorem under uncertain linear transformations (Q900948) (← links)
• Catalog competition and stable nonlinear prices (Q924939) (← links)
• Jensen's inequality for the lower semicontinuous quasiconvex envelope and relaxation of multidimensional control problems (Q1022961) (← links)
• Endogenous mechanisms and Nash equilibrium in competitive contracting games (Q1039734) (← links)
• Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure (Q1071663) (← links)
• Existence of measurable optima in stochastic nonlinear programming and control (Q1131952) (← links)
• Optimal selectors for stochastic linear programs (Q1236063) (← links)
• Measurable selection theorems for optimization problems (Q1249240) (← links)
• Optimal selling mechanisms for multiproduct monopolists: Incentive compatibility in the presence of budget constraints (Q1300369) (← links)
• Existence of optimal auctions in general environments (Q1300508) (← links)
• Dominant strategy mechanisms for contract auctions with risk aversion and moral hazard (Q1322441) (← links)
• Bayesian incentive compatible mechanisms (Q1338098) (← links)
• ``Super-overtaking'' optimal policies for Markov control processes (Q1391345) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
• A principle of randomization for coincidence points with applications (Q1808989) (← links)
• Incentive compatible strategies for general Stackelberg games with incomplete information (Q1825152) (← links)
• Governmental incentives for Green bonds investment (Q2155563) (← links)
• Optimal dividend policy in discrete time (Q2450241) (← links)
• Random fixed point theorems under weak topology features and application to random integral equations with lack of compactness (Q2659571) (← links)
• EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
• Markov decision processes with iterated coherent risk measures (Q2938604) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Adaptive control of diffusion processes with a discounted reward criterion (Q3386883) (← links)
• Analytically measurable selection of epsilon optimal transition kernals (Q3669286) (← links)
• On a random volterra integral inclusion in banach spaces^∗ (Q3817389) (← links)
• Nonexistence of Measurable Optimal Selections (Q4027746) (← links)
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal (Q4077764) (← links)
• Dynamic convex duality in constrained utility maximization (Q5086461) (← links)
• An analysis of transient Markov decision processes (Q5754674) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)