Pages that link to "Item:Q2703816"

The following pages link to Numerical methods for stochastic control problems in continuous time. (Q2703816):

Displaying 50 items.

• The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion (Q2134298) (← links)
• Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
• The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
• Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations (Q2143213) (← links)
• Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
• The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
• Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance (Q2192469) (← links)
• A power penalty method for discrete HJB equations (Q2192989) (← links)
• \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes (Q2229525) (← links)
• Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system (Q2229526) (← links)
• Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
• A stochastic multiscale model for electricity generation capacity expansion (Q2255952) (← links)
• An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
• A matrix computational approach to kinesin neck linker extension (Q2261645) (← links)
• A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
• Timing observations of diffusions (Q2302499) (← links)
• Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
• Optimal exploitation of a resource with stochastic population dynamics and delayed renewal (Q2314851) (← links)
• Nash equilibrium approximation of some class of stochastic differential games: a combined Chebyshev spectral collocation method with policy iteration (Q2315865) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
• Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
• Discrete-space time-fractional processes (Q2347536) (← links)
• Monotone numerical schemes and feedback construction for hybrid control systems (Q2347571) (← links)
• Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
• Optimal control of stochastic hybrid system with jumps: a numerical approximation (Q2349616) (← links)
• Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
• Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
• A survey of numerical methods for nonlinear filtering problems (Q2371190) (← links)
• Lévy processes driven by stochastic volatility (Q2372257) (← links)
• Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems (Q2377974) (← links)
• Reachability analysis of uncertain systems using bounded-parameter Markov decision processes (Q2389641) (← links)
• On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
• On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra (Q2391243) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• Saddle points of discrete Markov zero-sum game with stopping (Q2391503) (← links)
• Cellular non-deterministic automata and partial differential equations (Q2396253) (← links)
• Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
• Verification theory and approximate optimal harvesting strategy for a stochastic competitive ecosystem subject to Lévy noise (Q2410711) (← links)
• Multisource Bayesian sequential change detection (Q2426605) (← links)
• Partially observed nonlinear risk-sensitive optimal stopping control for nonlinear discrete-time systems (Q2433417) (← links)
• Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
• Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
• Applying a finite-horizon numerical optimization method to a periodic optimal control problem (Q2440780) (← links)
• Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
• Numerical solution of a long-term average control problem for singular stochastic processes (Q2465385) (← links)
• Fluid limits of optimally controlled queueing networks (Q2478415) (← links)
• Workload reduction of a generalized Brownian network (Q2496491) (← links)
• Optimal insurance in a continuous-time model (Q2507608) (← links)