Pages that link to "Item:Q2492615"

The following pages link to Controlled Markov processes and viscosity solutions (Q2492615):

Displaying 50 items.

• Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
• Some numerical tests for an alternative approach to optimal feedback control (Q1797165) (← links)
• Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
• Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
• A homogenization approach for the motion of motor proteins (Q1938512) (← links)
• Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
• Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
• Heat release by controlled continuous-time Markov jump processes (Q1942211) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• A new Markov selection procedure for degenerate diffusions (Q1960235) (← links)
• Problems of control of Markovian processes with aftereffect (compact set of solutions) (Q1974345) (← links)
• Stochastic homogenization of a class of quasiconvex viscous Hamilton-Jacobi equations in one space dimension (Q1981750) (← links)
• Optimal liquidation under partial information with price impact (Q1986008) (← links)
• Probabilistic approach to finite state mean field games (Q1987323) (← links)
• A continuous analogue of the tensor-train decomposition (Q1987792) (← links)
• Adaptive sampling of large deviations (Q1990117) (← links)
• Dynamic advertising and pricing with constant demand elasticities (Q1994201) (← links)
• Dynamic contracting under imperfect public information and asymmetric beliefs (Q1994202) (← links)
• Regularity of Schrödinger's functional equation in the weak topology and moment measures (Q1996207) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
• Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
• Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach (Q2010761) (← links)
• Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan (Q2010894) (← links)
• Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
• Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
• Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
• Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations (Q2019982) (← links)
• Intraday renewable electricity trading: advanced modeling and numerical optimal control (Q2022115) (← links)
• Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
• Robust portfolio selection for individuals: minimizing the probability of lifetime ruin (Q2031384) (← links)
• Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
• Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
• TT-QI: faster value iteration in tensor train format for stochastic optimal control (Q2038496) (← links)
• Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
• The stochastic control model for use conversion of land (Q2044117) (← links)
• Convex semigroups on \(L^p\)-like spaces (Q2044686) (← links)
• Singularities of solutions of Hamilton-Jacobi equations (Q2044719) (← links)
• A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation (Q2055175) (← links)
• Convergent finite difference methods for fully nonlinear elliptic equations in three dimensions (Q2059829) (← links)
• Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
• A stochastic representation for the solution of approximated mean curvature flow (Q2065598) (← links)
• Ambiguity in dynamic contracts (Q2067409) (← links)
• Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
• Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model (Q2073576) (← links)
• Total curvature and the isoperimetric inequality in Cartan-Hadamard manifolds (Q2074504) (← links)
• Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
• On optimal stochastic jumps in multi server queue with impatient customers via stochastic control (Q2092294) (← links)
• Hamilton's rule, the evolution of behavior rules and the wizardry of control theory (Q2095402) (← links)