Pages that link to "Item:Q4388926"
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The following pages link to Existence of Markov Controls and Characterization of Optimal Markov Controls (Q4388926):
Displaying 50 items.
- Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
- On sets of occupational measures generated by a deterministic control system on an infinite time horizon (Q393204) (← links)
- Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
- Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
- Stochastic optimal control and linear programming approach (Q535338) (← links)
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains (Q1044212) (← links)
- Genealogical processes for Fleming-Viot models with selection and recombination (Q1578602) (← links)
- Numerical comparison of controls and verification of optimality for stochastic control problems (Q1586818) (← links)
- Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
- On uniqueness of solutions for the stochastic differential equations of nonlinear filtering (Q1872446) (← links)
- Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
- Non-explosivity of stochastically modeled reaction networks that are complex balanced (Q1990158) (← links)
- Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
- On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations (Q2025671) (← links)
- Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- Mean field games via controlled martingale problems: existence of Markovian equilibria (Q2348305) (← links)
- Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
- Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time (Q2405523) (← links)
- Linear programming formulation of long-run average optimal control problem (Q2420771) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Numerical solution of a long-term average control problem for singular stochastic processes (Q2465385) (← links)
- On characterisation of Markov processes via martingale problems (Q2493465) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time (Q2633647) (← links)
- Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients (Q2699733) (← links)
- Use of Approximations of Hamilton-Jacobi-Bellman Inequality for Solving Periodic Optimization Problems (Q2948781) (← links)
- Analysis of production decisions under budget limitations (Q3108382) (← links)
- SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems (Q3157861) (← links)
- Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348) (← links)
- Controlled Heterogeneous Collection: The Role of Occupation Numbers (Q3535623) (← links)
- Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (Q4648576) (← links)
- Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026) (← links)
- On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems (Q5136744) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- (Q5149240) (← links)
- Asymptotically optimal dynamic pricing for network revenue management (Q5168855) (← links)
- Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability (Q5219548) (← links)
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case (Q5232205) (← links)
- Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
- MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168) (← links)
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259) (← links)
