Pages that link to "Item:Q799641"
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The following pages link to Probability methods for approximations in stochastic control and for elliptic equations (Q799641):
Displaying 50 items.
- A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
- Numerical method for impulse control of piecewise deterministic Markov processes (Q445881) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- Filtering of the Markov jump process given the observations of multivariate point process (Q747324) (← links)
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion (Q760965) (← links)
- Optimal discounted control for a continuous time inventory model (Q786780) (← links)
- Approximation of controlled solutions of Ito's equation by controlled Markov chains (Q787592) (← links)
- On diffusion approximation of controlled queueing processes (Q790785) (← links)
- Simulation of diffusions with boundary conditions (Q800054) (← links)
- Stochastic methods for Dirichlet problems (Q812077) (← links)
- Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
- Efficient frontier of utility and CVaR (Q836867) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
- A Stroock Varadhan support theorem in non-linear filtering theory (Q908579) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- MLE for partially observed diffusions: Direct maximization vs. the EM algorithm (Q921782) (← links)
- Combined filtering and parameter estimation: Approximations and robustness (Q923033) (← links)
- Optimal estimation of Eulerian velocity field given Lagrangian observations (Q949995) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models (Q1038446) (← links)
- Non-linear filtering with discontinuous observations and applications to life sciences (Q1050961) (← links)
- On Benes' bang-bang control problem (Q1051343) (← links)
- Weak convergence of semimartingales and discretisation methods (Q1069555) (← links)
- A stochastic pursuit-evasion differential game on a torus: A numerical solution (Q1074518) (← links)
- A successive approximation algorithm for stochastic control problems (Q1077372) (← links)
- A confidence interval for Monte Carlo methods with an application to simulation of obliquely reflecting Brownian motion (Q1103289) (← links)
- Approximations for optimal stopping of a piecewise-deterministic process (Q1111525) (← links)
- Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521) (← links)
- Impulse control of piecewise-deterministic processes (Q1122552) (← links)
- Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator (Q1134567) (← links)
- Optimal controls that maximize the probability of hitting a set of targets: A numerical study (Q1138227) (← links)
- A stochastic homicidal chauffeur pursuit-evasion differential game (Q1138492) (← links)
- Continuous-time approximations for the nonlinear filtering problem (Q1138527) (← links)
- Optimal controls that maximize the probability of hitting a moving target (Q1144790) (← links)
- Computation of impulse control laws for a nonlinear stochastic oscillator (Q1155432) (← links)
- Optimal control of stochastic systems with interrupted observation (Q1157002) (← links)
- On the approximation of optimal stochastic controls (Q1168941) (← links)
- Existence of optimal controls for a partially observed semimartingale (Q1169739) (← links)
- Random approximation of Sobolev embeddings (Q1179456) (← links)
- Uniformization for nonhomogeneous Markov chains (Q1195867) (← links)
- Approximations and computational methods for optimal stopping and stochastic impulsive control problems (Q1243882) (← links)
- Approximations for functionals and optimal control problems on jump diffusion processes (Q1247291) (← links)
- Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- Explicit solutions for multivariate, discrete-time control problems under uncertainty (Q1274249) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
