Pages that link to "Item:Q424648"

The following pages link to Continuous-time Markov chains and applications. A two-time-scale approach (Q424648):

Displaying 47 items.

• Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
• Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
• An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
• Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
• Stochastic systems arising from Markov modulated empirical measures (Q1697658) (← links)
• Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• An averaging principle for two-time-scale stochastic functional differential equations (Q1986531) (← links)
• Nonzero-sum impulse games with regime switching (Q2081783) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Fast-slow-coupled stochastic functional differential equations (Q2124507) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• An optimal pricing policy under a Markov chain model (Q2133640) (← links)
• A class of generalized Ginzburg-Landau equations with random switching (Q2149708) (← links)
• The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
• Stochastic Kolmogorov systems driven by wideband noises (Q2162561) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• Ginzburg-Landau equations with random switching and impulsive perturbations (Q2207089) (← links)
• Mobility can drastically improve the heavy traffic performance from \(\frac{1}{1-\varrho}\) to \(\log(1/(1-\varrho))\) (Q2210660) (← links)
• A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
• Perturbed Markov chains with damping component (Q2241517) (← links)
• Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. (Q2283684) (← links)
• On laws of large numbers for systems with mean-field interactions and Markovian switching (Q2289785) (← links)
• Fractional differential equation approach for convex optimization with convergence rate analysis (Q2300643) (← links)
• Controllable Markov jump processes. I: Optimum filtering based on complex observations (Q2320292) (← links)
• Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains (Q2327410) (← links)
• On stochastic multi-group Lotka-Volterra ecosystems with regime switching (Q2364749) (← links)
• Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions (Q2401783) (← links)
• Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
• Ergodicity for functional stochastic differential equations and applications (Q2438291) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Time-discretization approximation enriches continuous-time discrete-space models for animal movement (Q2686068) (← links)
• Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes (Q3120628) (← links)
• Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
• Coupling and ergodic theorems for Markov chains with damping component (Q3387884) (← links)
• Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems (Q4989154) (← links)
• Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
• Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises (Q6038472) (← links)
• An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay (Q6058515) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) (← links)
• Dynamics of a stochastic phytoplankton–toxic phytoplankton–zooplankton system under regime switching (Q6182392) (← links)
• Limit theorems of additive functionals for regime-switching diffusions with infinite delay (Q6186384) (← links)
• Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)