The following pages link to Optimal Control of Jump Processes (Q4132369):
Displaying 40 items.
- Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems (Q335028) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Control and observation for dynamical queueing networks. I (Q463341) (← links)
- Control and observation for dynamical queueing networks. II. (Q463390) (← links)
- Control: a perspective (Q463779) (← links)
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Optimal switching problems of tandem type (Q594839) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- A differential game with jump process observations (Q754788) (← links)
- On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation (Q1103586) (← links)
- Stochastic control by measure transformation: A general existence result (Q1149937) (← links)
- On the optimal control of stochastic systems with an exponential-of- integral performance index (Q1153117) (← links)
- A partially observed control problem for Markov chains (Q1187561) (← links)
- Optimality for controlled jump processes: A simple approach (Q1341471) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- The \(H_{\infty}\) control for bilinear systems with Poisson jumps (Q1718816) (← links)
- A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443) (← links)
- \(H_\infty\) control for stochastic systems with Poisson jumps (Q1937771) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump (Q2068234) (← links)
- On signalling and estimation limits for molecular birth-processes (Q2324920) (← links)
- Analysis of airline seat control with region factor (Q2358870) (← links)
- Optimization of queuing system via stochastic control (Q2391328) (← links)
- Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control (Q2417046) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- An invariance principle in large population stochastic dynamic games (Q2461344) (← links)
- Analytically measurable selection of epsilon optimal transition kernals (Q3669286) (← links)
- (Q3931979) (← links)
- A representation theory for the impulse control of jump processes (Q3946061) (← links)
- Optimal control of a jump process (Q4119924) (← links)
- Control of jump processes and applications (Q4173271) (← links)
- Proper representation and optimal control of a non-linear stochastic system (Q4186908) (← links)
- Proper representation and optimal control of a non-linear stochastic system (Q4191939) (← links)
- A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
- Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problems of jump diffusions (Q5408037) (← links)
- The Output Feedback <i><scp>H</scp></i><sub>∞</sub> Control Design for the Linear Stochastic System Driven by Both Brownian Motion and <scp>P</scp>oisson Jumps: A Nonlinear Matrix Inequality Approach (Q5416869) (← links)
- Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
