The following pages link to H. Pragarauskas (Q174462):
Displaying 50 items.
- On \(L_p\)-theory for stochastic parabolic integro-differential equations (Q487661) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Dynamical behavior of Lotka-Volterra competition systems: non-autonomous bistable case and the effect of telegraph noise (Q596217) (← links)
- Error estimates for random boundary value problems with applications to a hanging cable problem (Q596938) (← links)
- Control of the solution of a stochastic equation with discontinuous trajectories (Q599038) (← links)
- Model problem for integro-differential Zakai equation with discontinuous observation processes (Q647498) (← links)
- (Q700763) (redirect page) (← links)
- Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept (Q700764) (← links)
- On Hölder solutions of the integro-differential Zakai equation (Q734637) (← links)
- Optimal Markov strategies for controlled Ito processes (Q751044) (← links)
- (Q787591) (redirect page) (← links)
- Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592) (← links)
- Dynamical systems under the action of fast random perturbations (Q809474) (← links)
- On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces (Q850385) (← links)
- On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces (Q996774) (← links)
- Limit transition in general degenerate Bellman equations. I (Q1054698) (← links)
- Uniqueness of the solution of Bellman's equation in the case of general controlled processes (Q1060407) (← links)
- Control of diffusion processes in \(R^ d\) and Bellman equation with degeneration (Q1080836) (← links)
- Time reversal of diffusion processes with a boundary condition (Q1107219) (← links)
- Green measures of Ito processes (Q1110189) (← links)
- Bellman's equation for uniformly nondegenerate stochastic processes (Q1146451) (← links)
- Limit transition in degenerate Bellman equations (Q1167119) (← links)
- Bellman's equation in a lattice of measures for general controlled stochastic processes. I (Q1170746) (← links)
- Traditional derivation of Bellman equation for general controlled stochastic processes (Q1172037) (← links)
- Linearly-quadratic problem of stochastic control (Q1175869) (← links)
- On the uniqueness of a solution to the Bellman equation in Sobolev's classes (Q1178912) (← links)
- Second order stochastic differential equations with Dirichlet boundary conditions (Q1180169) (← links)
- The resolvent of a degenerate diffusion on the plane, with application to partially observed stochastic control (Q1201318) (← links)
- Some estimates for stochastic integrals (Q1232743) (← links)
- Weak Markov solutions of stochastic equations (Q1256808) (← links)
- Construction of asymptotically optimal controls for control and game problems (Q1265415) (← links)
- Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) (← links)
- A pair of explicitly solvable singular stochastic control problems (Q1273450) (← links)
- On Bellman equations in quadratic ergodic control with controller constraints (Q1282147) (← links)
- Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis (Q1295102) (← links)
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation (Q1301880) (← links)
- On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces (Q1324862) (← links)
- On the martingale problem associated with nondegenerate Lévy operators (Q1324867) (← links)
- Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation (Q1366386) (← links)
- Viscosity solution to nonlinear \(H_ \infty\) control (Q1367236) (← links)
- The relaxation of May's conjecture for the logistic equation (Q1392810) (← links)
- Adaptive policies for time-varying stochastic systems under discounted criterion (Q1397033) (← links)
- A class of discounted models for singular diffusion control (Q1428907) (← links)
- Central limit theorem for stochastic Hamilton-Jacobi equations (Q1581622) (← links)
- Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
- A time aggregation approach to Markov decision processes (Q1614322) (← links)
- Nonlinear potentials for Hamilton-Jacobi-Bellman equations (Q1802850) (← links)
- Fractal steady states in stochastic optimal control models (Q1808206) (← links)
- Passage to the limit in general degenerate Bellman equations. II (Q1836659) (← links)
- On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (Q1897888) (← links)
