Pages that link to "Item:Q2354898"

The following pages link to Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898):

Displaying 23 items.

• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
• Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
• Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
• A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
• An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649) (← links)
• Forward-backward SDEs with distributional coefficients (Q2289778) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
• Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
• On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
• Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
• Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula (Q4965637) (← links)
• A class of finite-dimensional numerically solvable McKean-Vlasov control problems (Q4967867) (← links)
• Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
• Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
• The nonlinear progressive accommodation: design and methodology (Q6618986) (← links)