The following pages link to Michael Kohlmann (Q587421):
Displaying 50 items.
- On the existence of optimal partially observed controls (Q594835) (← links)
- (Q751712) (redirect page) (← links)
- \(\alpha\)-congruence for Markov processes (Q751713) (← links)
- Lectures on stochastic control and nonlinear filtering. Lectures delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by K. M. Ramachandran (Q760404) (← links)
- Some recent developments in nonlinear filtering theory (Q789808) (← links)
- On the Hankel-norm approximation of linear stochastic systems (Q802519) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- A short proof of a martingale representation result (Q1103266) (← links)
- Approximations for optimal stopping of a piecewise-deterministic process (Q1111525) (← links)
- ``Minimum toll'' control of diffusions (Q1119239) (← links)
- Integration by parts, homogeneous chaos expansions and smooth densities (Q1119268) (← links)
- Direct solutions of Kolmogorov's equations by stochastic flows (Q1124208) (← links)
- Stochastic control by measure transformation: A general existence result (Q1149937) (← links)
- Robust filtering for correlated multidimensional observations (Q1151664) (← links)
- (Q1169738) (redirect page) (← links)
- Existence of optimal controls for a partially observed semimartingale (Q1169739) (← links)
- Integration by parts for the single jump process (Q1186639) (← links)
- Buying with exact confidence (Q1201323) (← links)
- On the Gittins index for multiarmed bandits (Q1203758) (← links)
- Convergence on randomly trimmed sums with a dependent sample (Q1266281) (← links)
- A stochastic characterization of Hermite polynomials (Q1269988) (← links)
- The European option with hereditary price structures (Q1294213) (← links)
- Finite-dimensional filters for passive tracking of Markov jump linear systems (Q1295072) (← links)
- Subjective expected lexicographic utility with infinite state sets (Q1300360) (← links)
- Control of singularly perturbed systems with Markovian jump parameters: An \(H_\infty\) approach (Q1304031) (← links)
- Singularity of two diffusions on \({\mathcal C}_ \infty\) (Q1314695) (← links)
- On the distribution of supremum of diffusion local time (Q1314712) (← links)
- Dynamics of the McKean-Vlasov equation (Q1323301) (← links)
- Recurrent filtering and identification of dynamical system parameters (Q1335664) (← links)
- Lyapunov functions for semimartingale reflecting Brownian motions (Q1336560) (← links)
- Optimal control of diffusions: A verification theorem for viscosity solutions (Q1350948) (← links)
- Policy iteration for average cost Markov control processes on Borel spaces (Q1357514) (← links)
- Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria (Q1371067) (← links)
- Control of dynamic systems under the influence of singularly perturbed Markov chains (Q1378700) (← links)
- Bias optimality versus strong 0-discount optimality in Markov control processes with unbounded costs (Q1408677) (← links)
- On uniform laws of large numbers for ergodic diffusions and consistency of estimators (Q1412242) (← links)
- A survey of limit laws for bootstrapped sums (Q1415136) (← links)
- Self-similar random fractal measures using contraction method in probabilistic metric spaces (Q1415187) (← links)
- One-armed bandit models with continuous and delayed responses (Q1416785) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Weighted discounted Markov decision processes with perturbation (Q1806068) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- Envelopes of sets of measures, tightness, and Markov control processes (Q1808704) (← links)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- The existence of smooth densities for the prediction filtering and smoothing problems (Q1823912) (← links)
- The variational principle for optimal control of diffusions with partial information (Q1825430) (← links)
- Martingale representation and the Malliavin calculus (Q1826205) (← links)
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems (Q1856857) (← links)
- A connection between singular stochastic control and optimal stopping (Q1879297) (← links)
- A class of solvable impulse control problems (Q1885370) (← links)
