Pages that link to "Item:Q4720486"
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The following pages link to Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486):
Displaying 6 items.
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
- Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise (Q6631633) (← links)
- Adjoint-based calibration of nonlinear stochastic differential equations (Q6642493) (← links)
- On optimal control of coupled mean-field forward-backward stochastic equations (Q6643457) (← links)
- Nonlinear semimartingales and Markov processes with jumps (Q6667648) (← links)