Pages that link to "Item:Q2492615"

The following pages link to Controlled Markov processes and viscosity solutions (Q2492615):

Displaying 50 items.

• Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
• On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
• The maximum principle for stochastic differential systems with general cost functional (Q254612) (← links)
• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
• Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data (Q255857) (← links)
• Control of dynamical systems with discrete and uncertain observations (Q255872) (← links)
• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• On the construction of nonconvex approximations to reach sets of piecewise linear systems (Q258190) (← links)
• Uncertainty and inside information (Q261231) (← links)
• Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q271569) (← links)
• Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
• Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282) (← links)
• Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint (Q289140) (← links)
• An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis (Q289517) (← links)
• The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• Dividend maximization in a hidden Markov switching model (Q293597) (← links)
• Portfolio optimization in a regime-switching market with derivatives (Q297212) (← links)
• Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example (Q301750) (← links)
• Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
• Stochastic optimal control to a nonlinear differential game (Q307295) (← links)
• Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
• Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← links)
• Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
• A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
• An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
• An optimal control model of carbon reduction and trading (Q338652) (← links)
• Mathematical analysis and validation of an exactly solvable model for upstream migration of fish schools in one-dimensional rivers (Q338700) (← links)
• Utility maximization in an illiquid market in continuous time (Q343809) (← links)
• Application of variational iteration method for Hamilton-Jacobi-Bellman equations (Q358041) (← links)
• Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
• Representation formula for the entropy and functional inequalities (Q372572) (← links)
• Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information'' (Q372998) (← links)
• Robust maximization of asymptotic growth under covariance uncertainty (Q373833) (← links)
• Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
• Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
• The vanishing viscosity limit for Hamilton-Jacobi equations on networks (Q390984) (← links)
• Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
• Markov perfect Nash equilibria in models with a single capital stock (Q403712) (← links)
• Optimal stopping under nonlinear expectation (Q404122) (← links)
• Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)