Pages that link to "Item:Q5681374"
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The following pages link to Control of a Solution of a Stochastic Integral Equation (Q5681374):
Displaying 32 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Comparison theorems for diffusion processes (Q919718) (← links)
- On the Hamilton-Jacobi-Bellman equations (Q1077371) (← links)
- Harmonic spaces associated with parabolic and elliptic differential operators (Q1114816) (← links)
- Principles of minimum in problems of optimal control of random processes (Q1131721) (← links)
- On nonlinear semigroups for Markov processes associated with optimal stopping (Q1132837) (← links)
- A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators (Q1146375) (← links)
- Résolution de problèmes elliptiques quasilineaires (Q1147298) (← links)
- Weak solutions of the Hamilton-Jacobi-Bellman equation (Q1155245) (← links)
- Formule de Trotter et équations de Hamilton-Jacobi-Bellman (Q1155343) (← links)
- Résolution analytique des problèmes de Bellman-Dirichlet (Q1155850) (← links)
- Certain results on a parabolic type Monge-Ampère equation (Q1191756) (← links)
- Dynamic portfolio choice under asset price lognormality (Q1202468) (← links)
- On a non-linear semi-group attached to stochastic optimal control (Q1241486) (← links)
- Numerical method for image registration model based on optimal mass transport (Q1673826) (← links)
- Monotone mixed finite difference scheme for Monge-Ampère equation (Q1785517) (← links)
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211) (← links)
- Multigrid methods for image registration model based on optimal mass transport (Q2073356) (← links)
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains (Q2447713) (← links)
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611) (← links)
- Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
- Stochastic control of symmetric markov processes and nonlinear variational inequalities (Q3747428) (← links)
- Sum probleils related to the relliian-dzrzchlet equation for two opepators (Q3874609) (← links)
- Un problème de contrôle géométrique et les équations de Hamilton-Jacobi-Bellman (Q3911013) (← links)
- (Q3923524) (← links)
- Optimal control of random evolutions (Q3927164) (← links)
- Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation (Q4561005) (← links)
- Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486) (← links)
- Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
- Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients (Q5256609) (← links)
- A multilevel approach for stochastic nonlinear optimal control (Q5863708) (← links)
- Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation (Q6163803) (← links)
