Pages that link to "Item:Q1241486"

The following pages link to On a non-linear semi-group attached to stochastic optimal control (Q1241486):

Displaying 26 items.

• An optimal execution problem with market impact (Q457189) (← links)
• Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
• Nonlinear semigroups and a characterization of the value process in stochastic control (Q786739) (← links)
• A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
• On the Hamilton-Jacobi-Bellman equations (Q1077371) (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211) (← links)
• Differentiability of a convex semigroup on \(R^ n\). (Q1838165) (← links)
• Convex semigroups on \(L^p\)-like spaces (Q2044686) (← links)
• Viscous Hamilton-Jacobi equations in exponential Orlicz hearts (Q2145848) (← links)
• On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
• A semigroup approach to nonlinear Lévy processes (Q2301490) (← links)
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611) (← links)
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612) (← links)
• Semilinear approximation technique for max-min type Hamilton-Jacobi equations over finite max-min index set (Q3342985) (← links)
• Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions (Q3664161) (← links)
• A constructive approach to the Bellman semigroup (Q3715738) (← links)
• Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Q5013561) (← links)
• Markov chains under nonlinear expectation (Q6054140) (← links)
• Convex monotone semigroups on lattices of continuous functions (Q6057854) (← links)
• Nonlinear semigroups built on generating families and their Lipschitz sets (Q6072406) (← links)
• Wasserstein perturbations of Markovian transition semigroups (Q6157386) (← links)
• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)