Pages that link to "Item:Q4630680"
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The following pages link to Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost (Q4630680):
Displaying 14 items.
- Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems (Q831354) (← links)
- On differentiability of solutions of fractional differential equations with respect to initial data (Q2110535) (← links)
- What if we knew what the future brings? Optimal investment for a frontrunner with price impact (Q2156348) (← links)
- Path-dependent Hamilton-Jacobi equations: the minimax solutions revised (Q2238988) (← links)
- Path-Dependent Deep Galerkin Method: A Neural Network Approach to Solve Path-Dependent Partial Differential Equations (Q4958400) (← links)
- Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems (Q4992020) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- (Q5131868) (← links)
- Dynamic Programming Principle and Hamilton--Jacobi--Bellman Equations for Fractional-Order Systems (Q5136128) (← links)
- Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations (Q6056512) (← links)
- On viscosity solutions of path-dependent Hamilton-Jacobi-Bellman-Isaacs equations for fractional-order systems (Q6499947) (← links)
- Classical solution of path-dependent mean-field semilinear PDEs (Q6595706) (← links)
- Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
