The following pages link to (Q4199298):
Displayed 50 items.
- On optimal control of a Brownian motion (Q594837) (← links)
- Optimal switching problems of tandem type (Q594839) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- On singular perturbations in variational inequalities (Q787091) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- On a fully nonlinear parabolic equation and the asymptotic behaviour of its solutions (Q790359) (← links)
- Variational approach for competitive systems with obstacles (Q806029) (← links)
- On average cost stopping time problems (Q806159) (← links)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- On the singular set of the parabolic obstacle problem (Q858698) (← links)
- On time-inhomogeneous controlled diffusion processes in domains (Q879254) (← links)
- An algorithm for a class of quasivariational inequalities (Q911019) (← links)
- Iterative algorithms for semi-linear quasi-complementarity problems (Q912001) (← links)
- An impulsive control problem with state constraint (Q912378) (← links)
- Nonlinear quasi complementarity problems (Q918144) (← links)
- Quasi variational inequalities (Q920388) (← links)
- Nonlinear extended variational inequalities without differentiability: Applications and solution methods (Q928571) (← links)
- A power penalty method for linear complementarity problems (Q935226) (← links)
- A power penalty method for solving a nonlinear parabolic complementarity problem (Q943659) (← links)
- Variational inequalities applied to option market problem (Q945263) (← links)
- Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223) (← links)
- Common fixed points for Banach operator pairs with applications (Q949704) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Applications of fixed point technique in solving certain dynamic programming and variational inequalities (Q999525) (← links)
- Best simultaneous approximations, asymptotically nonexpansive mappings and variational inequalities in Banach spaces (Q1018303) (← links)
- Probabilistic solution of the American options (Q1019694) (← links)
- A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator (Q1052989) (← links)
- Bilateral evolution problems of non-variational type: existence, uniqueness, Hölder-regularity and approximation of solutions (Q1056843) (← links)
- Nonlinear semigroup for the unnormalized conditional density (Q1063570) (← links)
- On the Hölder continuity of bounded weak solutions of quasi-linear parabolic inequalities (Q1063795) (← links)
- An iterative scheme for a class of quasi variational inequalities (Q1067757) (← links)
- On the Hamilton-Jacobi-Bellman equations (Q1077371) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- Sous-potentiels d'un opérateur nonlinéaire. (Subpotentials of a nonlinear operator) (Q1100419) (← links)
- The quasi-complementarity problem (Q1103530) (← links)
- The variational inequality approach to the one-phase Stefan problem (Q1107746) (← links)
- General variational inequalities (Q1109325) (← links)
- The Hamilton-Jacobi-Bellman equation with a gradient constraint (Q1114854) (← links)
- Asymptotic behavior of the first order obstacle problem (Q1121438) (← links)
- Variational approach of serial multilevel production/inventory systems (Q1123117) (← links)
- Generalized multivalued quasi-variational inequalities. II (Q1129522) (← links)
- Unilateral Dirichlet problems of the non-variational type (Q1135441) (← links)
- The monotone follower problem in stochastic decision theory (Q1142195) (← links)
- Measure-valued processes in the control of partially-observable stochastic systems (Q1145115) (← links)
- Bilateral inequalities and implicit unilateral systems of the non- variational type (Q1148460) (← links)
- On a degenerate variational inequality with Neumann boundary conditions (Q1148545) (← links)
- A free boundary problem in the theory of lubrication (Q1150493) (← links)
- Weak solutions of the Hamilton-Jacobi-Bellman equation (Q1155245) (← links)
- Résolution analytique des problèmes de Bellman-Dirichlet (Q1155850) (← links)
- Convex inequalities in stochastic control (Q1159648) (← links)