Pages that link to "Item:Q3203612"

The following pages link to Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612):

Displayed 50 items.

• Uniqueness of Lipschitz extensions: Minimizing the sup norm of the gradient (Q687182) ‎ (← links)
• Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) ‎ (← links)
• Homogenization for fully nonlinear parabolic equations (Q707028) ‎ (← links)
• Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls (Q799508) ‎ (← links)
• Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient (Q805073) ‎ (← links)
• Comparison principle for singular degenerate elliptic equations on unbounded domains (Q807832) ‎ (← links)
• Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's (Q810268) ‎ (← links)
• Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems (Q819036) ‎ (← links)
• Portfolio optimization models on infinite-time horizon (Q819340) ‎ (← links)
• Approximately convex functions and approximately monotonic operators (Q858631) ‎ (← links)
• Duality theorem for the stochastic optimal control problem (Q860701) ‎ (← links)
• The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization (Q873799) ‎ (← links)
• An impulsive control problem with state constraint (Q912378) ‎ (← links)
• Maximal solutions and universal bounds for some partial differential equations of evolution (Q919191) ‎ (← links)
• The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations (Q920282) ‎ (← links)
• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations (Q920285) ‎ (← links)
• Classical solutions of linear regulator for degenerate diffusions (Q937470) ‎ (← links)
• Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) ‎ (← links)
• Asymptotic behavior of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian (Q1006807) ‎ (← links)
• Nonlinear semigroup for the unnormalized conditional density (Q1063570) ‎ (← links)
• Two remarks on Monge-Ampère equations (Q1076900) ‎ (← links)
• Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) ‎ (← links)
• Optimal stochastic scheduling of systems with Poisson noises (Q1093613) ‎ (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) ‎ (← links)
• The Hamilton-Jacobi-Bellman equation with a gradient constraint (Q1114854) ‎ (← links)
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions (Q1175016) ‎ (← links)
• On the rate of convergence of solutions in singular perturbation problems (Q1177031) ‎ (← links)
• Weak solutions for the Levi equation and envelope of holomorphy (Q1180536) ‎ (← links)
• Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces (Q1187999) ‎ (← links)
• Nonuniqueness of solutions of a degenerate parabolic equation (Q1199797) ‎ (← links)
• Quasilinear second order elliptic equations with Venttsel boundary conditions (Q1320303) ‎ (← links)
• An optimal property of \(\ell\)-minimal surfaces in viscosity interpretation (Q1330705) ‎ (← links)
• Interacting particle systems and generalized evolution of fronts (Q1337973) ‎ (← links)
• On the existence of a positive solution of semilinear elliptic equations in unbounded domains (Q1357508) ‎ (← links)
• Viscosity solution theory of a class of nonlinear degenerate parabolic equations. I: Uniqueness and existence of viscosity solutions (Q1367246) ‎ (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) ‎ (← links)
• Characterization of optimality for controlled diffusion processes (Q1391336) ‎ (← links)
• Hedging in incomplete markets with HARA utility (Q1391763) ‎ (← links)
• Isolated singularities for some types of curvature equations. (Q1426092) ‎ (← links)
• Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) ‎ (← links)
• Mini review of fundamental notions in the theory of fully nonlinear elliptic second-order differential equations (Q1588966) ‎ (← links)
• Nonlinear eigenvalues and bifurcation problems for Pucci's operators (Q1775904) ‎ (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) ‎ (← links)
• Nonlinear potentials for Hamilton-Jacobi-Bellman equations (Q1802850) ‎ (← links)
• PDE solutions of stochastic differential utility (Q1802947) ‎ (← links)
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations (Q1812652) ‎ (← links)
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211) ‎ (← links)
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms (Q1813259) ‎ (← links)
• Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions (Q1897238) ‎ (← links)
• The Bernstein estimates of viscosity solutions of linear parabolic equations (Q1916496) ‎ (← links)