Pages that link to "Item:Q1254226"

The following pages link to Exit probabilities and optimal stochastic control (Q1254226):

Displaying 50 items.

• A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
• Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
• Nonequilibrium Markov processes conditioned on large deviations (Q496165) (← links)
• A stochastic control approach to reciprocal diffusion processes (Q805590) (← links)
• Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation (Q933826) (← links)
• A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions (Q1014208) (← links)
• Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view (Q1034567) (← links)
• Stochastic variational formula for fundamental solutions of parabolic PDE (Q1067195) (← links)
• Some regularity results on the Ventcel-Freidlin quasi-potential function (Q1067690) (← links)
• Singular perturbation problems and the Hamilton-Jacobi equation (Q1080676) (← links)
• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities (Q1081214) (← links)
• Stochastic control and nonequilibrium thermodynamical systems (Q1115004) (← links)
• On a stochastic control problem with exit constraints (Q1148850) (← links)
• Optimal exit probabilities and differential games (Q1159649) (← links)
• Stochastic calculus of variations and mechanics (Q1170748) (← links)
• Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version) (Q1200592) (← links)
• A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
• Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
• Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
• Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
• Martingale problems for large deviations of Markov processes (Q1593632) (← links)
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899) (← links)
• A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms (Q1670372) (← links)
• Rare event simulation via importance sampling for linear SPDE's (Q1706675) (← links)
• Spectral theory and limit theorems for geometrically ergodic Markov processes (Q1872341) (← links)
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
• An escape time interpretation of robust control (Q1994522) (← links)
• The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations (Q2024521) (← links)
• More on the long time stability of Feynman-Kac semigroups (Q2062277) (← links)
• Controlled interacting particle algorithms for simulation-based reinforcement learning (Q2107628) (← links)
• Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach (Q2115485) (← links)
• Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions (Q2175333) (← links)
• Geometric ergodicity in a weighted Sobolev space (Q2184822) (← links)
• Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model (Q2190694) (← links)
• A risk-sensitive maximum principle (Q2277229) (← links)
• Large deviation principle for dynamical systems coupled with diffusion-transmutation processes (Q2328112) (← links)
• The Parisi formula has a unique minimizer (Q2339208) (← links)
• Approximating a diffusion by a finite-state hidden Markov model (Q2360239) (← links)
• Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces (Q2493182) (← links)
• Remarks on elliptic singular perturbation problems (Q2644844) (← links)
• Stochastic limit-cycle oscillations of a nonlinear system under random perturbations (Q2657209) (← links)
• Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
• Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations (Q2790736) (← links)
• A dynamic programming approach to the Parisi functional (Q2802130) (← links)
• Large deviation estimates for some nonlocal equations. General bounds and applications (Q2846971) (← links)
• A Probabilistic Deformation of Calculus of Variations with Constraints (Q2904877) (← links)
• On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems (Q2942278) (← links)
• Approximation of bounds on mixed-level orthogonal arrays (Q3021243) (← links)
• Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations (Q3199879) (← links)
• Variational and optimal control representations of conditioned and driven processes (Q3302168) (← links)