The following pages link to (Q4006399):
Displaying 34 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
- Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
- Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
- Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
- The ``ergodic limit'' for a viscous Hamilton-Jacobi equation with Dirichlet conditions (Q966208) (← links)
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
- Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation (Q1301880) (← links)
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
- Ergodic control problems for optimal stochastic production planning with production constraints. (Q1597090) (← links)
- Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Isoperimetric inequalities for an ergodic stochastic control problem (Q1942226) (← links)
- Large deviations and importance sampling for systems of slow-fast motion (Q1946537) (← links)
- Ergodic control in stochastic manufacturing systems with constant demand (Q1974224) (← links)
- On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems (Q2074444) (← links)
- The impact of a ``quadratic gradient'' term in a system of Schrödinger-Maxwell equations (Q2096190) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Long term average cost control problems without ergodicity (Q2171038) (← links)
- Uniqueness of solution of production control problem in a manufacturing system with degenerate demand (Q2248264) (← links)
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions (Q2575846) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Large deviations for synchronized system (Q2675233) (← links)
- On Stochastic Ergodic Control in Infinite Dimensions (Q2904871) (← links)
- Long Time Asymptotics for Optimal Investment (Q4560343) (← links)
- Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
- On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient (Q5239048) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
