Pages that link to "Item:Q1158123"
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The following pages link to Stochastic optimal control. The discrete time case (Q1158123):
Displaying 50 items.
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- On a strong form of propagation of chaos for McKean-Vlasov equations (Q1663757) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes and application to the control of neuronal dynamics via optogenetics (Q1680943) (← links)
- The risk probability criterion for discounted continuous-time Markov decision processes (Q1686855) (← links)
- Total reward semi-Markov mean-field games with complementarity properties (Q1707459) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- A method for high-dimensional smoothing (Q1726162) (← links)
- Robust topological policy iteration for infinite horizon bounded Markov decision processes (Q1726357) (← links)
- Hitting times in Markov chains with restart and their application to network centrality (Q1739335) (← links)
- Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- A linear-quadratic Gaussian approach to dynamic information acquisition (Q1754750) (← links)
- Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Stackelberg equilibrium in a dynamic stimulation model with complete information (Q1796245) (← links)
- Stochastic output-feedback model predictive control (Q1797127) (← links)
- On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes (Q1800937) (← links)
- Martingales with given maxima and terminal distributions (Q1813671) (← links)
- Remarks on the existence of solutions to the average cost optimality equation in Markov decision processes (Q1814435) (← links)
- Sensitivity analysis of multisector optimal economic dynamics (Q1814808) (← links)
- Sequential identification and adaptive control in stochastic systems (Q1816370) (← links)
- Nonatomic total rewards Markov decision processes with multiple criteria (Q1856820) (← links)
- Another look at the Radner--Stiglitz nonconcavity in the value of information. (Q1867558) (← links)
- Asymptotic optimality of tracking policies in stochastic networks. (Q1872471) (← links)
- A model for investment decisions with switching costs. (Q1872483) (← links)
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. (Q1888755) (← links)
- Dynamic diagnostic and decision procedures under uncertainty (Q1905152) (← links)
- Markov chains with a transition possibility measure and fuzzy dynamic programming (Q1915517) (← links)
- A potential of fuzzy relations with a linear structure: The unbounded case (Q1915519) (← links)
- Stochastic programs without duality gaps (Q1925782) (← links)
- A general decomposition approach for multi-criteria decision trees (Q1926761) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- The transformation method for continuous-time Markov decision processes (Q1937091) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Two characterizations of optimality in dynamic programming (Q1959687) (← links)
- Economic design of memory-type control charts: the fallacy of the formula proposed by Lorenzen and Vance (1986) (Q1995869) (← links)
- Deep reinforcement learning with temporal logics (Q1996007) (← links)
- Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Estimation of random information sets of multistep systems (Q2017530) (← links)
- Nonzero-sum games for continuous-time jump processes under the expected average payoff criterion (Q2020315) (← links)
- Lagrangian approximations for stochastic reachability of a target tube (Q2021292) (← links)
- Markov decision processes with quasi-hyperbolic discounting (Q2022761) (← links)
- A new weak solution to an optimal stopping problem (Q2026587) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
