Pages that link to "Item:Q799641"

The following pages link to Probability methods for approximations in stochastic control and for elliptic equations (Q799641):

Displaying 50 items.

• Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance (Q1331088) (← links)
• Monitoring cooperative equilibria in a stochastic differential game (Q1331106) (← links)
• On the ergodic and the adaptive control of stochastic differential delay systems (Q1331122) (← links)
• Numerical methods for controlled and uncontrolled multiplexing and queueing systems (Q1331289) (← links)
• Stochastic control methods in optimal design of life testing (Q1338752) (← links)
• Computational aspects in applied stochastic control (Q1342439) (← links)
• Pathwise approximation and simulation for the Zakai filtering equation through operator splitting (Q1346980) (← links)
• Time scale decomposition in production planning for unreliable flexible manufacturing systems (Q1388899) (← links)
• Simulation of a space-time bounded diffusion (Q1578587) (← links)
• Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
• Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling (Q1801806) (← links)
• Optimal impulse control problems for degenerate diffusions with jumps (Q1821754) (← links)
• The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
• The solving of boundary value problems by numerical integration of stochastic equations (Q1897659) (← links)
• An effective numerical method for controlled routing in large trunk line networks (Q1897679) (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
• Controlled and optimally controlled multiplexing systems: A numerical exploration (Q1915942) (← links)
• Numerical method for optimal stopping of piecewise deterministic Markov processes (Q1958493) (← links)
• Optimal oil production and the world supply of oil (Q1994257) (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
• Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
• Practical implementation of the solution of the stabilization problem for a linear system with discontinuous random drift by indirect observations (Q2096164) (← links)
• \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525) (← links)
• Approximation of the Fokker-Planck equation of the stochastic chemostat (Q2229824) (← links)
• Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
• Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
• Optimal stopping and control of dynamic routing in networks (Q2365520) (← links)
• A survey of numerical methods for nonlinear filtering problems (Q2371190) (← links)
• Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
• Policy iteration based feedback control (Q2440692) (← links)
• Optimizing the stable behavior of parameter-dependent dynamical systems -- maximal domains of attraction, minimal absorption times (Q2513921) (← links)
• Markov chain approximations to filtering equations for reflecting diffusion processes. (Q2574641) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• On the construction of \(\epsilon\)-optimal strategies in partially observed MDPs (Q2638958) (← links)
• Numerical Modeling of the Linear Relaxational Filtration by Monte Carlo Methods (Q2813549) (← links)
• Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey (Q2905360) (← links)
• Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
• On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
• Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
• Robustesse de la solution des problemes de filtrage avec bruit blanc independant^† (Q3334723) (← links)
• NUMERICAL ANALYSIS AND SIMULATION OF RESOURCE-EXPLORATION MODELS (Q3367183) (← links)
• Optimal stopping and strong approximation theorems† (Q3429344) (← links)
• On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains (Q3448236) (← links)
• Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
• An approximation for the nonlinear filtering problem, with error bound^† (Q3681661) (← links)
• Approximate and limit results for nonlinear filters with wide bandwith observation noise (Q3727067) (← links)
• Discrete approximation of nonlinear filtering for stochastic delay equations (Q3780977) (← links)
• Semi-discretization of stochastic partial differential equations on r^dby a Finite-element Technique A. Germani (Q3782531) (← links)
• Bellman inequalities in markov decision deterministic drift processes (Q3786304) (← links)
• Nearly optimal control of queues in heavy traffic with heterogeneous servers (Q3827369) (← links)