Pages that link to "Item:Q2492615"
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The following pages link to Controlled Markov processes and viscosity solutions (Q2492615):
Displaying 50 items.
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans (Q1641132) (← links)
- Optimizing estimation of a statistically undefined system (Q1641942) (← links)
- Optimal continuous stochastic control systems with incomplete feedback: approximate synthesis (Q1641950) (← links)
- Higher-order adaptive finite difference methods for fully nonlinear elliptic equations (Q1651315) (← links)
- On the TAP free energy in the mixed \(p\)-spin models (Q1664339) (← links)
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- Optimal control algorithm of constrained fuzzy system integrating sliding mode control and model predictive control (Q1666873) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms (Q1674626) (← links)
- Optimal social policies in mean field games (Q1678477) (← links)
- Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration (Q1679084) (← links)
- Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process (Q1681092) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations (Q1687313) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Meshfree finite difference approximations for functions of the eigenvalues of the Hessian (Q1692302) (← links)
- An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems (Q1693839) (← links)
- On the optimal control of a random walk with jumps and barriers (Q1703039) (← links)
- Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance (Q1703568) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Dynamic harvesting under imperfect catch control (Q1706419) (← links)
- Tax compliance with uncertain income: a stochastic control model (Q1708530) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- The optimal cash holding models for stochastic cash management of continuous time (Q1716921) (← links)
- The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
- Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
- Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion (Q1723926) (← links)
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Steering the distribution of agents in mean-field games system (Q1730816) (← links)
- Existence, nonexistence and multiplicity results for nonlocal Dirichlet problems (Q1736191) (← links)
- Regularization by noise for stochastic Hamilton-Jacobi equations (Q1740593) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
- A Fokker-Planck approach to control collective motion (Q1744890) (← links)
- Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
- Canonical structure and orthogonality of forces and currents in irreversible Markov chains (Q1753877) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- A Fokker-Planck control framework for stochastic systems (Q1755915) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
