Pages that link to "Item:Q4159275"
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The following pages link to An Introductory Approach to Duality in Optimal Stochastic Control (Q4159275):
Displayed 31 items.
- Optimal control for one-phase Stefan problem with random emission (Q582567) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Stochastic maximum principle for distributed parameter systems (Q1055382) (← links)
- A minimum principle for stochastic control problems with output feedback (Q1158396) (← links)
- A partially observed control problem for Markov chains (Q1187561) (← links)
- A duality analysis on stochastic partial differential equations (Q1188095) (← links)
- Stochastic controls with terminal contingent conditions (Q1307260) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Risk-sensitivity, large deviations and stochastic control (Q1330534) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
- New approach to stochastic optimal control (Q2465462) (← links)
- Robust dynamics and control of a partially observed Markov chain (Q2480783) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- Forward and backward semimartingale models for gaussian processes with stationary increments (Q3685763) (← links)
- Maximal-Valued Extensions of Positive Operators (Q3711082) (← links)
- The shadow price of information in continuous time decision problems (Q3765689) (← links)
- Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions (Q3889862) (← links)
- Time discretization of a setvalued stochastic dynamic system (Q4351197) (← links)
- Robust optimal control for minimax stochastic linear quadratic problem (Q4803167) (← links)
- Robust stochastic maximum principle for multi-model worst case optimization (Q4804440) (← links)
- Optimal control of a setvalued stochastic dynamic system (Q4859834) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)