Pages that link to "Item:Q4910566"
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The following pages link to Weak Dynamic Programming for Generalized State Constraints (Q4910566):
Displayed 23 items.
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
- Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
- A dynamic programming approach to distribution-constrained optimal stopping (Q2170365) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
- State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794) (← links)
- ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927) (← links)
- On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs (Q2945617) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- Distribution‐constrained optimal stopping (Q5743126) (← links)
- Limits of semistatic trading strategies (Q6054450) (← links)
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)