Pages that link to "Item:Q5753867"

The following pages link to Numerical Methods for Stochastic Control Problems in Continuous Time (Q5753867):

Displaying 50 items.

• Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q271569) (← links)
• Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
• Dividend maximization in a hidden Markov switching model (Q293597) (← links)
• Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
• A fluid approach to large volume job shop scheduling (Q600845) (← links)
• Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
• Variational representations for continuous time processes (Q720739) (← links)
• Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
• Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← links)
• Dynamic contract design for systemic cyber risk management of interdependent enterprise networks (Q823843) (← links)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
• Mixed control problem under partial observation (Q1205512) (← links)
• Approximate solutions to the time-invariant Hamilton-Jacobi-Bellman equation (Q1264974) (← links)
• Applicable stochastic control: From theory to practice (Q1330528) (← links)
• Numerical methods for controlled and uncontrolled multiplexing and queueing systems (Q1331289) (← links)
• Computational aspects in applied stochastic control (Q1342439) (← links)
• Using information about machine failures to control flowlines (Q1361040) (← links)
• Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation (Q1388109) (← links)
• Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
• Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• Two approaches to stochastic optimal control problems with a final-time expectation constraint (Q1754665) (← links)
• The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
• Asymptotic optimality of tracking policies in stochastic networks. (Q1872471) (← links)
• An effective numerical method for controlled routing in large trunk line networks (Q1897679) (← links)
• A numerical method for reflected diffusions: Control of the reflection directions and applications (Q1909385) (← links)
• Controlled and optimally controlled multiplexing systems: A numerical exploration (Q1915942) (← links)
• The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
• Optimal exploitation for hybrid systems of renewable resources under partial observation (Q2061265) (← links)
• Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011) (← links)
• Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
• Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements (Q2141588) (← links)
• Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
• Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance (Q2192469) (← links)
• A power penalty method for discrete HJB equations (Q2192989) (← links)
• Approximation of the Fokker-Planck equation of the stochastic chemostat (Q2229824) (← links)
• Neural network approach for solving nonsingular multi-linear tensor systems (Q2292030) (← links)
• Harvesting of interacting stochastic populations (Q2313958) (← links)
• Lévy processes driven by stochastic volatility (Q2372257) (← links)
• Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
• Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
• Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
• Applying a finite-horizon numerical optimization method to a periodic optimal control problem (Q2440780) (← links)
• Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)