Pages that link to "Item:Q2492615"

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

Displaying 50 items.

• A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
• Feynman-Kac formula under a finite entropy condition (Q2099819) (← links)
• CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control (Q2110179) (← links)
• Optimal execution with stochastic delay (Q2111242) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction (Q2120594) (← links)
• Optimal finite horizon contract with limited commitment (Q2120602) (← links)
• Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
• Asymptotic stabilization of nonlinear systems with convex-polytope input constraints by continuous input (Q2123197) (← links)
• On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations (Q2123971) (← links)
• Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
• A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
• Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions (Q2128614) (← links)
• A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
• Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces (Q2137753) (← links)
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
• Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations (Q2143213) (← links)
• Second order local minimal-time mean field games (Q2144247) (← links)
• Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
• Dynamic quantum games (Q2150663) (← links)
• The asymptotic behavior of the optimal cash holding strategy under a class of utility functions (Q2151478) (← links)
• The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
• Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process (Q2152261) (← links)
• Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
• Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions (Q2152593) (← links)
• Singular HJB equations with applications to KPZ on the real line (Q2159252) (← links)
• Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics (Q2161812) (← links)
• Optimal investment-reinsurance strategy in the correlated insurance and financial markets (Q2165792) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• Dynamic optimal adjustment policies of hybrid pension plans (Q2172028) (← links)
• Optimal dividends under Markov-modulated bankruptcy level (Q2172038) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• A dynamic game approach to uninvadable strategies for biotrophic pathogens (Q2175364) (← links)
• Many-player games of optimal consumption and investment under relative performance criteria (Q2175463) (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
• Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
• Well-posedness for constrained Hamilton-Jacobi equations (Q2184829) (← links)
• Deterministic limit of mean field games associated with nonlinear Markov processes (Q2187327) (← links)
• Feedback optimal controllers for the Heston model (Q2187328) (← links)
• Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
• On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
• Optimal trading of a basket of futures contracts (Q2191860) (← links)
• Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls (Q2192745) (← links)
• Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
• Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations (Q2203039) (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
• Asymptotics for optimal controls for horizontal mean curvature flow (Q2208214) (← links)
• Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)