Pages that link to "Item:Q3886582"
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The following pages link to Finite dimensional optimal filters for a class of ltô- processes with jumping parameters (Q3886582):
Displaying 31 items.
- Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
- Stability criteria for SIS epidemiological models under switching policies (Q478772) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs (Q814013) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Asymptotic properties of parabolic systems for null-recurrent switching diffusions (Q1036866) (← links)
- Nonlinear filtering problems with finite-dimensional matrix estimation algebras (Q1821080) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon (Q2005393) (← links)
- Fault-tolerant control for the linearized spacecraft attitude control system with Markovian switching (Q2096114) (← links)
- Optimal control of stochastic singular affine systems with Markovian jumps (Q2157752) (← links)
- Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
- Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching (Q2251676) (← links)
- Optimal mean-variance investment/reinsurance with common shock in a regime-switching market (Q2274152) (← links)
- Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
- Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps (Q2440668) (← links)
- Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching (Q2909993) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
- Finite optimal filters for a class of nonlinear diffusions with jumping parameters (Q3936607) (← links)
- A game-theoretic method for cross-layer stochastic resilient control design in CPS (Q4638206) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs (Q5410806) (← links)
- The filtering problem for continuous-time linear systems with Markovian switching coefficients (Q5906641) (← links)
- The filtering problem for continuous-time linear systems with Markovian switching coefficients (Q5967070) (← links)
- Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
- Stabilization of two kinds of nonhomogeneous Markovian jump systems via sliding mode control (Q6085152) (← links)