Pages that link to "Item:Q3177920"
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The following pages link to Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920):
Displaying 12 items.
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane (Q2232766) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
- Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
- Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)
- A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems (Q6608779) (← links)
