The following pages link to (Q3929443):
Displaying 50 items.
- Parabolic Bellman-systems with mean field dependence (Q301534) (← links)
- Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
- Nash points for nonzero-sum stochastic differential games with separate Hamiltonians (Q483903) (← links)
- Convex Hamilton-Jacobi equations under superlinear growth conditions on data (Q538471) (← links)
- Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162) (← links)
- Finite element approximation of some indefinite elliptic problems (Q583862) (← links)
- Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Nonlinear semigroups and a characterization of the value process in stochastic control (Q786739) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- A new learning algorithm for optimal stopping (Q839001) (← links)
- Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Controlled diffusions with boundary-crossing costs (Q1102632) (← links)
- On linear stochastic differential games with average cost criteria (Q1117153) (← links)
- Sufficiency conditions for existence of an optimal feedback control in stochastic mechanics (Q1179522) (← links)
- Application of viscosity solutions of infinite-dimensional Hamilton- Jacobi-Bellman equations to some problems in distributed optimal control (Q1263079) (← links)
- Revised simplex algorithm for finite Markov decision processes (Q1321424) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- On the optimal control of a random walk with jumps and barriers (Q1703039) (← links)
- The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
- Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps (Q1751966) (← 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)
- Optimal impulse control problems for degenerate diffusions with jumps (Q1821754) (← links)
- Stochastic Lyapunov method (Q1902875) (← links)
- Errata corrige to: Stochastic differential games: Occupation measure based approach (Q1908656) (← links)
- State estimation for a large-scale wastewater treatment system (Q1914994) (← links)
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
- Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control (Q1997191) (← links)
- The value does not exist! A motivation for extremal analysis (Q2096187) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Uniqueness of solution of production control problem in a manufacturing system with degenerate demand (Q2248264) (← links)
- Marketable permits in a stochastic dynamic model of the firm (Q2564179) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Espaces de Krein et index des systèmes hamiltoniens. (Krein spaces and index of Hamiltonian systems) (Q2640209) (← links)
- On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS (Q2746235) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem (Q2999410) (← links)
- On a variational inequality associated with a stopping game combined with a control (Q3148776) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- On Some Ergodic Impulse Control Problems with Constraint (Q3177157) (← links)
- On a discretization procedure for the stopping time problem (Q3313042) (← links)
- Variational Inequalities for Combined Control and Stopping Game (Q3423716) (← links)
- Backward stochastic partial differential equations in infinite dimensions (Q3440788) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
