Pages that link to "Item:Q1306939"
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The following pages link to Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939):
Displayed 50 items.
- Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
- A limit theorem for Markov decision processes (Q258747) (← links)
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
- Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
- Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
- Analysis of an interacting particle method for rare event estimation (Q351492) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
- Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
- Optimal control with random parameters: a multiscale approach (Q431771) (← links)
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- The ergodic problem for some subelliptic operators with unbounded coefficients (Q503121) (← links)
- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
- Large deviations for two-time-scale diffusions, with delays (Q607781) (← links)
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060) (← links)
- Large deviation properties of weakly interacting processes via weak convergence methods (Q662424) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Strong convergence rate of principle of averaging for jump-diffusion processes (Q693192) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Finitely additive representation of \(L^{p}\) spaces (Q879033) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Large games and the law of large numbers (Q952761) (← links)
- Queuing systems with semi-Markov flow in average and diffusion approximation schemes (Q1023979) (← links)
- Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time (Q1036925) (← links)
- Large deviations for Markov processes with discontinuous statistics. II: Random walks (Q1187106) (← links)
- Optimal filtering of discrete-time hybrid systems (Q1281967) (← links)
- On asymptotic optimization of a class of nonlinear stochastic hybrid systems (Q1298749) (← links)
- Control of dynamic systems under the influence of singularly perturbed Markov chains (Q1378700) (← links)
- Nonlinear filtering problem with contamination (Q1379714) (← links)
- Stochastic approximation with two time scales (Q1391875) (← links)
- Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space (Q1431563) (← links)
- Occupation measures of singularly perturbed Markov chains with absorbing states (Q1569963) (← links)
- Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
- Representation of systems disturbed by wide band noise (Q1609522) (← links)
- \(N\)-player games and mean-field games with absorption (Q1617124) (← links)
- On numerical solution of singularly perturbed optimal control problems (Q1673918) (← links)
- Random dynamical systems: addressing uncertainty, nonlinearity and predictability (Q1678659) (← links)
- Properties of switching jump diffusions: maximum principles and Harnack inequalities (Q1740518) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Limit behavior of two-time-scale diffusions revisited (Q1775576) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- Singularly perturbed diffusisons: Rapid switchings and fast diffusions. (Q1807686) (← links)
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. (Q1884830) (← links)
- Large deviations and importance sampling for systems of slow-fast motion (Q1946537) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Singularly perturbed Markov chains: Convergence and aggregation (Q1975524) (← links)
- An averaging principle for two-time-scale stochastic functional differential equations (Q1986531) (← links)
- Probabilistic approach to finite state mean field games (Q1987323) (← links)
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)