Pages that link to "Item:Q2845880"
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The following pages link to Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case (Q2845880):
Displaying 36 items.
- Distribution of the time to explosion for one-dimensional diffusions (Q267030) (← links)
- Stochastic Perron for stochastic target games (Q292921) (← links)
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians (Q4568055) (← links)
- Perron’s method for viscosity solutions of semilinear path dependent PDEs (Q4584673) (← links)
- Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
- Martingale Optimal Transport with Stopping (Q4605433) (← links)
- The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case (Q4623148) (← links)
- Optimal Equilibria for Multidimensional Time-Inconsistent Stopping Problems (Q4990322) (← links)
- Optimal entry and consumption under habit formation (Q5084791) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (Q5210850) (← links)
- Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
- Contract Theory in a VUCA World (Q5232267) (← links)
- Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378) (← links)
- Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
- Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
- Optimal investment for retail investors (Q6054421) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)