The following pages link to (Q4040048):
Displaying 50 items.
- Steady states of Fokker-Planck equations. III: Degenerate diffusion (Q258104) (← links)
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
- Steady states of Fokker-Planck equations. I: Existence (Q282364) (← links)
- Steady states of Fokker-Planck equations. II: Non-existence (Q282365) (← links)
- Downside risk minimization via a large deviations approach (Q417076) (← links)
- Optimal control with random parameters: a multiscale approach (Q431771) (← links)
- Nonlinear elliptic systems and mean-field games (Q503117) (← links)
- The ergodic problem for some subelliptic operators with unbounded coefficients (Q503121) (← links)
- Singular perturbation for the discounted continuous control of piecewise deterministic Markov processes (Q538474) (← links)
- Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
- Rates of convergence for the policy iteration method for mean field games systems (Q831502) (← links)
- 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)
- Limit value for optimal control with general means (Q887698) (← 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)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations (Q1734791) (← links)
- Ergodic mean field games with Hörmander diffusions (Q1800858) (← 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)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
- A mean field games approach to cluster analysis (Q2045120) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Uniqueness of solution of production control problem in a manufacturing system with degenerate demand (Q2248264) (← links)
- Recurrence and ergodicity for A class of regime-switching jump diffusions (Q2338076) (← links)
