Pages that link to "Item:Q3429348"
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The following pages link to Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348):
Displaying 9 items.
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations (Q2006566) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton–Jacobi Equations (Q2909704) (← links)
- Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397) (← links)
- Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
