The following pages link to (Q3995082):
Displaying 47 items.
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- Control: a perspective (Q463779) (← links)
- Risk-sensitive control and an abstract Collatz-Wielandt formula (Q501823) (← links)
- Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
- Risk-sensitive control with near monotone cost (Q607556) (← links)
- Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
- Application of nonlinear filtering to credit risk (Q614031) (← links)
- Risk sensitive control of diffusions with small running cost (Q647494) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- Portfolio optimization models on infinite-time horizon (Q819340) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- On time-inhomogeneous controlled diffusion processes in domains (Q879254) (← links)
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime (Q894815) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Average optimality for continuous-time Markov decision processes in Polish spaces (Q997948) (← links)
- Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
- On extremal solutions to stochastic control problems (Q1180333) (← links)
- Mixed control problem under partial observation (Q1205512) (← links)
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation (Q1301880) (← links)
- Optimal control of a stochastic hybrid system with discounted cost (Q1301891) (← links)
- Stochastic differential games: Occupation measure based approach (Q1321187) (← links)
- Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency (Q1599243) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations (Q1741535) (← links)
- Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
- Diffusion approximations for controlled weakly interacting large finite state systems with simultaneous jumps (Q1751966) (← links)
- The perspective of a bank in granting credits: an optimization model (Q1758026) (← links)
- A diffusion model of scheduling control in queueing systems with many servers (Q1774199) (← links)
- Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
- Scheduling a multi class queue with many exponential servers: asymptotic optimality in heavy traffic. (Q1879903) (← links)
- On ergodic control of degenerate diffusions (Q1904964) (← links)
- A new Markov selection procedure for degenerate diffusions (Q1960235) (← links)
- A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
- Uniqueness of solution of production control problem in a manufacturing system with degenerate demand (Q2248264) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- A further remark on dynamic programming for partially observed Markov processes (Q2485767) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- Dynamic programming for ergodic control with partial observations. (Q2574544) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- A Pseudo-Markov Property for Controlled Diffusion Processes (Q2802081) (← links)
- On Stochastic Ergodic Control in Infinite Dimensions (Q2904871) (← links)
- On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems (Q2942278) (← links)
- Ergodic control of degenerate diffusions (Q3128354) (← links)
- Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise (Q3387930) (← links)
- Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\) (Q6073312) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)
