Pages that link to "Item:Q4132088"

The following pages link to The Optimal Control of a Stochastic System (Q4132088):

Displaying 19 items.

• Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
• On the existence of optimal partially observed controls (Q594835) (← links)
• Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate (Q913229) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• On Benes' bang-bang control problem (Q1051343) (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
• On the optimal control of stochastic systems with an exponential-of- integral performance index (Q1153117) (← links)
• Control of partially observed diffusions (Q1321122) (← links)
• Ambiguity in dynamic contracts (Q2067409) (← links)
• A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
• Difference methods for stochastic differential equations with discontinuous coefficients (Q3330242) (← links)
• Separation principle for impulse control with partial information (Q3669284) (← links)
• Optimal locally absolutely continuous change of measure. finite set of decisions. part i (Q3760415) (← links)
• Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems (Q3780869) (← links)
• The variational principle and stochastic optimal control (Q3873075) (← links)
• Optimal control of a jump process (Q4119924) (← links)
• On “predicted miss” stochastic control problems (Q4193384) (← links)
• A Universal Dynamic Program and Refined Existence Results for Decentralized Stochastic Control (Q5130892) (← links)
• Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)