Pages that link to "Item:Q3630058"
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The following pages link to A stochastic target formulation for optimal switching problems in finite horizon (Q3630058):
Displaying 18 items.
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Optimal Switching in Finite Horizon under State Constraints (Q2818218) (← links)
- Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
