Pages that link to "Item:Q5675611"
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The following pages link to Dynamic Programming Conditions for Partially Observable Stochastic Systems (Q5675611):
Displaying 50 items.
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- Optimal switching problems of tandem type (Q594839) (← links)
- Simulation-based optimization of Markov decision processes: an empirical process theory approach (Q608432) (← links)
- Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals (Q673895) (← links)
- Zero-sum stochastic differential games and backward equations (Q674053) (← links)
- Computation of suboptimal randomized strategies for steering the random motion of a point under partial observation (Q786785) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Least-squares state estimation of systems with state-dependent observation noise (Q1059039) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Optimal stopping of continuous time stochastic processes and stochastic differential representations for the value functions (Q1138296) (← links)
- Optimality criteria for controlled discontinuous processes (Q1147988) (← links)
- Stochastic control by measure transformation: A general existence result (Q1149937) (← links)
- On the optimal control of stochastic systems with an exponential-of- integral performance index (Q1153117) (← links)
- Finite-dimensional attainable sets for stochastic control systems (Q1229831) (← links)
- Optimal control of diffusion processes with reflection (Q1229833) (← links)
- Stochastic control of system with unobserved jump parameter process (Q1249553) (← links)
- On the separation principle with bounded controls (Q1250197) (← links)
- Exit probabilities and optimal stochastic control (Q1254226) (← links)
- Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds (Q1256201) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Conjugate convex functions in optimal stochastic control (Q1393382) (← links)
- Nonanticipative risk sensitive control: the martingale method. (Q1423138) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Strategies using an observer for steering a random motion of a point in a multitarget environment (Q1836930) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
- Control problem for diffusion-type random fields (Q1907773) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Optimal contracting under mean-volatility joint ambiguity uncertainties (Q2088616) (← 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)
- Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system (Q2229526) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Portfolio optimization for an investor with a benchmark (Q2343105) (← links)
- Optimal compensation with hidden action and lump-sum payment in a continuous-time model (Q2391249) (← links)
- Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
- An invariance principle in large population stochastic dynamic games (Q2461344) (← links)
- Dynamic programming for ergodic control with partial observations. (Q2574544) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Sequential stochastic control (single or multi-agent) problems nearly admit change of measures with independent measurement (Q2694481) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
- Adjoint processes in stochastic optimal control problems (Q3323825) (← links)
- A necessary condition for optimality in a problem of stochastic control with discretized observations (Q3325614) (← links)
- On the existence of solutions to stochastic differential equations on Loeb spaces (Q3333818) (← links)
