The following pages link to (Q3953613):
Displaying 50 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Applications of an infinite horizon BSDE's to an impulse control problem (Q412589) (← links)
- Synthesis of impulse and fast controls under uncertainty (Q416904) (← links)
- An analytic approach to the ergodic theory of a stochastic variational inequality (Q424744) (← links)
- On multidimensional diffusion processes with jumps (Q479196) (← links)
- Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752) (← links)
- Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme (Q550027) (← links)
- On synthesizing impulse controls and the theory of fast controls (Q600721) (← links)
- Nash and Stackelberg differential games (Q692752) (← links)
- Impulse controls in models of hybrid systems (Q731538) (← links)
- Numerical methods for linear impulse feedback problems (Q733945) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated (Q799035) (← links)
- On average cost stopping time problems (Q806159) (← links)
- Simultaneous impulse and continuous control of a Markov chain in continuous time (Q827937) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- Control synthesis in a class of higher-order distributions (Q843635) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem (Q887158) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- An impulsive control problem with state constraint (Q912378) (← links)
- Green's function and invariant density for an integro-differential operator of second order (Q915063) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- Optimal control of a quasi-variational obstacle problem (Q989892) (← links)
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise (Q1009668) (← links)
- Impulse control problem on finite horizon with execution delay (Q1016624) (← links)
- Asymptotics in quasi-variational inequalities and ergodic control problems (Q1053656) (← links)
- On a system of first-order quasi-variational inequalities connected with the optimal switching problem (Q1054992) (← links)
- Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation (Q1076240) (← links)
- Non-zero-sum discrete parameter stochastic games with stopping times (Q1077815) (← links)
- Neumann type boundary conditions for Hamilton-Jacobi equations (Q1080051) (← links)
- An optimal stopping time problem with time average cost in a bounded interval (Q1085882) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- Sous-potentiels d'un opérateur nonlinéaire. (Subpotentials of a nonlinear operator) (Q1100419) (← links)
- The variational inequality approach to the one-phase Stefan problem (Q1107746) (← links)
- Impulse control of piecewise-deterministic processes (Q1122552) (← links)
- Variational approach of serial multilevel production/inventory systems (Q1123117) (← links)
- Le problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associee (Q1171275) (← links)
- On first-order quasi-variational inequalities with integral terms (Q1178310) (← links)
- An approximation in the problem of controlling the shape of the region for a parabolic system (Q1180882) (← links)
- Optimality conditions for impulsive control of piecewise-deterministic processes (Q1190824) (← links)
- Optimal impulse correction under random perturbations (Q1233849) (← links)
- System of interacting particles and nonlinear diffusion reflecting in a domain with sticky boundary (Q1263173) (← links)
- Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem (Q1263811) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces (Q1324862) (← links)
- Numerical solution of quasi-variational inequalities arising in stochastic game theory (Q1343722) (← links)
- Existence of an optimal control for systems of differential equations with pulse action at nonfixed times (Q1703348) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- A nonzero-sum stochastic differential game in the orthant (Q1771389) (← links)
