The following pages link to (Q3901421):
Displaying 13 items.
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
- A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator (Q1052989) (← links)
- Nonlinear semigroup for the unnormalized conditional density (Q1063570) (← links)
- On the Hamilton-Jacobi-Bellman equations (Q1077371) (← links)
- Comparison between optimal costs for relaxed and non-relaxed control problems with jumps (Q1185310) (← links)
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees (Q2677936) (← links)
- Book Review: Optimal stochastic control, stochastic target problems, and backward SDE (Q2969094) (← links)
- PASSPORT OPTIONS (Q4419297) (← links)
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665) (← links)
- A Model for Optimal Human Navigation with Stochastic Effects (Q5117979) (← links)
