Pages that link to "Item:Q5603560"
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The following pages link to Existence of Optimal Stochastic Control Laws (Q5603560):
Displayed 34 items.
- On weak solutions of highly degenerate SDEs (Q827931) (← links)
- Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate (Q913229) (← links)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
- Martingale dynamics and optimal routing in a network (Q1113666) (← links)
- Optimality criteria for controlled discontinuous processes (Q1147988) (← links)
- On the optimal control of stochastic systems with an exponential-of- integral performance index (Q1153117) (← links)
- Pathwise smoothing of Markov processes with noisy observations (Q1172866) (← links)
- Stochastic control of system with unobserved jump parameter process (Q1249553) (← links)
- The finiteness of moments of a stochastic exponential. (Q1423120) (← links)
- Nonanticipative risk sensitive control: the martingale method. (Q1423138) (← links)
- Absolute continuity of semimartingales (Q1722022) (← links)
- Optimal controls for stochastic systems with singular noise (Q1820747) (← links)
- Approximations, existence, and numerical procedures for optimal stochastic controls (Q1845563) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
- BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942) (← links)
- \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
- Mean-field Langevin dynamics and energy landscape of neural networks (Q2077356) (← links)
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
- On the stochastic control-stopping problem (Q2168027) (← links)
- Geometry of information structures, strategic measures and associated stochastic control topologies (Q2169821) (← links)
- Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
- On the existence of an optimal feedback control for stochastic systems (Q2251791) (← links)
- Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
- Stochastic zero-sum differential games and backward stochastic differential equations (Q2692945) (← links)
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement (Q2694481) (← links)
- Constrained dynamic futures portfolios with stochastic basis (Q2701100) (← links)
- Team Theory and Information Structures of Stochastic Dynamic Decentralized Decision (Q4560602) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
- Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
- Isomorphism Properties of Optimality and Equilibrium Solutions Under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams (Q6057798) (← links)
- Zero-sum games involving teams against teams: existence of equilibria, and comparison and regularity in information (Q6099696) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- Hedging error as generalized timing risk (Q6158430) (← links)