Pages that link to "Item:Q888805"
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The following pages link to On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805):
Displayed 3 items.
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
- Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)