Pages that link to "Item:Q980747"

The following pages link to On some recent aspects of stochastic control and their applications (Q980747):

Displaying 23 items.

• Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
• Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
• Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
• Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
• Poisson and diffusion approximation of stochastic master equations with control (Q625052) (← links)
• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
• Impulse control problem on finite horizon with execution delay (Q1016624) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method (Q2178210) (← links)
• On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
• Optimal life schedule with stochastic growth in age-size structured models: theory and an application (Q2349716) (← links)
• On the stability of receding horizon control for continuous-time stochastic systems (Q2440018) (← links)
• A backward SDE method for uncertainty quantification in deep learning (Q2676245) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
• State-Constrained Stochastic Optimal Control Problems via Reachability Approach (Q2822794) (← links)
• Gas Storage Hedging (Q2917445) (← links)
• Adaptive boundary concentration control using Zakai equation (Q3578779) (← links)
• Approximating Optimal feedback Controllers of Finite Horizon Control Problems Using Hierarchical Tensor Formats (Q5084512) (← links)
• Impulse control of a diffusion with a change point (Q5265791) (← links)
• Applied stochastic control of jump diffusions (Q5898769) (← links)
• A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
• A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)
• Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)