The following pages link to (Q3974815):
Displaying 10 items.
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes (Q887931) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- On piecewise deterministic Markov control processes: Control of jumps and of risk processes in insurance (Q1265919) (← links)
- Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models (Q1314853) (← links)
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method (Q2391933) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach (Q5207031) (← links)
