Pages that link to "Item:Q534752"
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The following pages link to Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752):
Displayed 10 items.
- Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059) (← links)
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- Abel-type results for controlled piecewise deterministic Markov processes (Q513387) (← 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)
- Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
- Discontinuous control problems with state constraints: linear formulations and dynamic programming principles (Q1947325) (← links)
- Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method (Q2391933) (← links)
- Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems (Q2637801) (← links)
- Min–max control problems via occupational measures (Q4979585) (← links)