The following pages link to (Q4040048):
Displayed 50 items.
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization (Q873799) (← links)
- Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem (Q885714) (← links)
- Local solutions of the Hamilton-Jacobi-Bellman equation for some stochastic problems (Q926657) (← links)
- Defining the asymptotics for one class of singularly perturbed problems of vibrational mechanics (Q927593) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus (Q957555) (← links)
- Long-run average welfare in a pollution accumulation model (Q959758) (← links)
- Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory (Q1179159) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- Sequential decomposition and policy iteration schemes for \(M\)-player games with partial weak coupling (Q1190505) (← links)
- Projection methods for solving aggregate growth models (Q1207497) (← links)
- Infinite horizon boundary value problems and applications (Q1300099) (← links)
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation (Q1301880) (← links)
- Iterative computation of noncooperative equilibria in nonzero-sum differential games with weakly coupled players (Q1321101) (← links)
- Almost self-optimizing strategies for the adaptive control of diffusion processes (Q1331121) (← links)
- On the ergodic and the adaptive control of stochastic differential delay systems (Q1331122) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Necessary conditions for optimal control problems involving nonlinear differential algebraic equations (Q1365102) (← links)
- Control of dynamic systems under the influence of singularly perturbed Markov chains (Q1378700) (← links)
- Computational economics and economic theory: Substitutes or complements? (Q1391659) (← links)
- Asymptotic methods for aggregate growth models (Q1391664) (← links)
- Stochastic approximation with two time scales (Q1391875) (← links)
- Asymptotic analysis and solution of a finite-horizon \(H_{\infty}\) control problem for singularly-perturbed linear systems with small state delay (Q1411505) (← links)
- Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions. (Q1434810) (← links)
- \(H_\infty\) control of linear singularly perturbed systems with small state delay (Q1588418) (← links)
- Asymptotic solution of a boundary-value problem for linear singularly-perturbed functional differential equations arising in optimal control theory (Q1594874) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Spectral theorem for convex monotone homogeneous maps, and ergodic control (Q1863462) (← links)
- Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions. (Q1873194) (← links)
- A generalization of the Tikhonov theorem for singularly perturbed differential inclusions (Q1972751) (← links)
- Ergodic type Bellman equations of first order with quadratic Hamiltonian (Q2391247) (← links)
- Multiscale problems and homogenization for second-order Hamilton-Jacobi equations (Q2464474) (← links)
- The value functions of singularly perturbed time-optimal control problems in the framework of Lyapunov functions method (Q2471588) (← links)
- Regularization of the Hamilton-Jacobi-Bellman equation with nonlinearity of the module type in optimal control problems (Q2487444) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- On control of two-scale stochastic systems with linear dynamics in the fast variables (Q2563991) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions (Q2575846) (← links)
- Ergodic problem for optimal stochastic switching (Q2640865) (← links)
- On the notion of weak stability and related issues of hybrid diffusion systems (Q2643426) (← links)
- (Q2761356) (← links)
- Exact solutions of the hamilton-jacobi-bellman equation for problems of optimal correction with a constrained overall control resource (Q3378155) (← links)
- On Differential Games with Long-Time-Average Cost (Q3646700) (← links)
- A singularly perturbed stochastic delay system with a small parameter (Q4039253) (← links)
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (Q4238565) (← links)
- Singular perturbations for differential equations and inclusions: An approach through constrained systems (Q4266392) (← links)
- Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
- Optimal Bounded Response Control for a Second-Order System Under a White-Noise Excitation (Q4514992) (← links)
- Derivation of optimality conditions for a stochastic control probleim (Q4835281) (← links)
- Nearly Optimal controls for singularly perturbed wideband noise systems (Q4835293) (← links)