Pages that link to "Item:Q4228066"

The following pages link to A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066):

Displaying 32 items.

• Optimal investment in research and development under uncertainty (Q255103) (← links)
• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
• A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
• Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
• On the generalized Dirichlet problem for viscous Hamilton--Jacobi equations. (Q1429970) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
• Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
• Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
• Maximum principle and generalized principal eigenvalue for degenerate elliptic operators (Q2345419) (← links)
• Model predictive control for drift counteraction of stochastic constrained linear systems (Q2662266) (← links)
• A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
• An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
• Existence, Uniqueness, and Asymptotic Behavior for Nonlocal Parabolic Problems with Dominating Gradient Terms (Q2802694) (← links)
• State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794) (← links)
• COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
• Existence and Uniqueness for Integro-Differential Equations with Dominating Drift Terms (Q2926034) (← links)
• ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927) (← links)
• Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (Q2994676) (← links)
• Regularity and Stability of Feedback Relaxed Controls (Q3382776) (← links)
• Uniform Equicontinuity for a Family of Zero Order Operators Approaching the Fractional Laplacian (Q3448244) (← links)
• A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801) (← links)
• COMPARISON RESULTS FOR QUASILINEAR EQUATIONS IN ANNULAR DOMAINS AND APPLICATIONS1* (Q4532830) (← links)
• Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
• A linear finite-difference scheme for approximating randers distances on cartesian grids (Q5093799) (← links)
• Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) (← links)
• Mean field games under invariance conditions for the state space (Q5207793) (← links)
• A disutility-based drift control for exchange rates (Q5413884) (← links)