The following pages link to (Q2703816):
Displaying 50 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834) (← links)
- A limit theorem for Markov decision processes (Q258747) (← links)
- Approximation metrics based on probabilistic bisimulations for general state-space Markov processes: a survey (Q271706) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Optimal dynamic contracts with moral hazard and costly monitoring (Q337806) (← links)
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- The Wiener continuous disorder problem (Q378178) (← links)
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
- Kinesins with extended neck linkers: A chemomechanical model for variable-length stepping (Q417379) (← links)
- A numerical method for solving stochastic optimal control problems with linear control (Q429545) (← links)
- Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
- Optimal dynamic pricing of inventories with stochastic demand and discounted criterion (Q439428) (← links)
- Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations (Q442565) (← links)
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- Time to absorption for a heterogeneous neutral competition model (Q458427) (← links)
- A consumption-investment problem with heterogeneous discounting (Q459384) (← links)
- A reduced complexity MIN-plus solution method to the optimal control of closed quantum systems (Q481002) (← links)
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- Large deviations for two-time-scale diffusions, with delays (Q607781) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Minimizing the probability of lifetime ruin under stochastic volatility (Q634006) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Markov inequality rule for switching among time optimal controllers in a multiple vehicle intercept problem (Q680533) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Optimal control of molecular dynamics using Markov state models (Q715243) (← links)
- Variational representations for continuous time processes (Q720739) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Simultaneous impulse and continuous control of a Markov chain in continuous time (Q827937) (← links)
- Optimal risk management problem of natural resources: application to oil drilling (Q829138) (← links)
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Optimal buffer size for a stochastic processing network in heavy traffic (Q885545) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
