Pages that link to "Item:Q1158123"

The following pages link to Stochastic optimal control. The discrete time case (Q1158123):

Displaying 50 items.

• The effect of multi-sensor data on condition-based maintenance policies (Q2029379) (← links)
• A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
• Constrained expected average stochastic games for continuous-time jump processes (Q2041002) (← links)
• A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
• Transport plans with domain constraints (Q2045149) (← links)
• A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
• Nash equilibrium in a special case of symmetric resource extraction games (Q2058700) (← links)
• Central limit theorem and sample complexity of stationary stochastic programs (Q2060347) (← links)
• Distributionally robust optimal control and MDP modeling (Q2060388) (← links)
• Perov's contraction principle and dynamic programming with stochastic discounting (Q2060389) (← links)
• Nonzero-sum risk-sensitive average stochastic games: The case of unbounded costs (Q2068913) (← links)
• Duality in optimal impulse control (Q2069787) (← links)
• On structural properties of optimal average cost functions in Markov decision processes with Borel spaces and universally measurable policies (Q2069795) (← links)
• Safe-visor architecture for sandboxing (AI-based) unverified controllers in stochastic cyber-physical systems (Q2074755) (← links)
• Piecewise deterministic Markov processes and their invariant measures (Q2077329) (← links)
• Production/inventory competition between firms with fixed-proportions co-production systems (Q2077918) (← links)
• A note on topological aspects in dynamic games of resource extraction and economic growth theory (Q2078047) (← links)
• Distributionally robust modeling of optimal control (Q2084037) (← links)
• From reinforcement learning to optimal control: a unified framework for sequential decisions (Q2094027) (← links)
• Kolmogorov's equations for jump Markov processes with unbounded jump rates (Q2095220) (← links)
• Automata-based controller synthesis for stochastic systems: a game framework via approximate probabilistic relations (Q2103672) (← links)
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
• Automatic model training under restrictive time constraints (Q2108929) (← links)
• Optimal execution with stochastic delay (Q2111242) (← links)
• A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
• Fine properties of the optimal Skorokhod embedding problem (Q2119390) (← links)
• State-based confidence bounds for data-driven stochastic reachability using Hilbert space embeddings (Q2123214) (← links)
• Constrained discounted stochastic games (Q2128611) (← links)
• McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
• An evolutionary finance model with short selling and endogenous asset supply (Q2143907) (← links)
• Discounted stochastic games for continuous-time jump processes with an uncountable state space (Q2148913) (← links)
• Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
• Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
• Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
• A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
• First passage risk probability minimization for piecewise deterministic Markov decision processes (Q2155645) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
• Equilibria in altruistic economic growth models (Q2175350) (← links)
• Discrete-time ergodic mean-field games with average reward on compact spaces (Q2175362) (← links)
• Uniqueness of equilibrium in a Bewley-Aiyagari model (Q2175969) (← links)
• Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
• On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← links)
• On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
• Quenched mass transport of particles toward a target (Q2194119) (← links)
• Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
• On the expected total reward with unbounded returns for Markov decision processes (Q2198156) (← links)
• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• All adapted topologies are equal (Q2210750) (← links)