Pages that link to "Item:Q4337423"
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The following pages link to Infinite-Dimensional Linear Programming Approach to SingularStochastic Control (Q4337423):
Displaying 13 items.
- Lipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach spaces (Q608399) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- A class of discounted models for singular diffusion control (Q1428907) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
- Solving the drift control problem (Q3466714) (← links)
- Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
- On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems (Q5136744) (← links)
- Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case (Q5168873) (← links)
- An almost optimal control design method for nonlinear time-delay systems (Q5745564) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- MF-OMO: An Optimization Formulation of Mean-Field Games (Q6188322) (← links)
