Pages that link to "Item:Q4377429"

The following pages link to Ergodic Control of Switching Diffusions (Q4377429):

Displaying 50 items.

• Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
• Discount-sensitive equilibria in zero-sum stochastic differential games (Q261232) (← links)
• Stochastic Liénard equations with state-dependent switching (Q277057) (← links)
• Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model (Q432365) (← links)
• Bias and overtaking equilibria for zero-sum stochastic differential games (Q438772) (← links)
• Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
• Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
• Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem (Q624936) (← links)
• Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
• Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems (Q888797) (← links)
• Optimization of hybrid stochastic differential systems in communications networks (Q894298) (← links)
• Perfect simulation of a class of stochastic hybrid systems with an application to peer to peer systems (Q939017) (← links)
• A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems (Q988793) (← links)
• Characterizations of overtaking optimality for controlled diffusion processes (Q1021252) (← links)
• Asymptotic properties of parabolic systems for null-recurrent switching diffusions (Q1036866) (← links)
• Optimal production planning in a stochastic manufacturing system with long-run average cost (Q1364225) (← links)
• Hierarchical production control in a stochastic manufacturing system with long-run average cost (Q1378664) (← links)
• Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479) (← links)
• Stability analysis of stochastic differential equations with Markovian switching (Q1932738) (← links)
• Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity (Q1934556) (← links)
• Stochastic stabilization of hybrid differential equations (Q1937527) (← links)
• Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
• Ergodic control in stochastic manufacturing systems with constant demand (Q1974224) (← links)
• EM algorithm for stochastic hybrid systems (Q2040945) (← links)
• Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560) (← links)
• Stabilization and destabilization of hybrid systems by periodic stochastic controls (Q2243023) (← links)
• Bayesian statistical model checking with application to Stateflow/Simulink verification (Q2248081) (← links)
• Uniqueness of solution of production control problem in a manufacturing system with degenerate demand (Q2248264) (← links)
• Moment analysis of stochastic hybrid systems using semidefinite programming (Q2288654) (← links)
• Recurrence and ergodicity for A class of regime-switching jump diffusions (Q2338076) (← links)
• Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates (Q2338887) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems (Q2377974) (← links)
• Coupling for Markovian switching jump-diffusions (Q2437135) (← links)
• Successful couplings for diffusion processes with state-dependent switching (Q2441130) (← links)
• Approximately bisimilar symbolic models for randomly switched stochastic systems (Q2454178) (← links)
• Regularity and recurrence of switching diffusions (Q2461353) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• A model for stochastic hybrid systems with application to communication networks (Q2572181) (← links)
• Stochastic system controller synthesis for reachability specifications encoded by random sets (Q2628510) (← links)
• On the notion of weak stability and related issues of hybrid diffusion systems (Q2643426) (← links)
• Almost Sure Exponential Stabilization of a Class of Uncertain Stochastic Systems with Markovian Switching (Q2790024) (← links)
• Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates (Q2792184) (← links)
• Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions (Q2875525) (← links)
• Results and perspectives on fault tolerant control for a class of hybrid systems (Q3015147) (← links)
• Overtaking optimality for controlled Markov-modulated diffusions (Q3145053) (← links)
• Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
• Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
• Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes (Q3625468) (← links)
• Producing in a manufacturing system with minimum average cost (Q4378892) (← links)