Pages that link to "Item:Q4720486"

The following pages link to Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486):

Displaying 50 items.

• Viability of an open set for stochastic control systems (Q2274271) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• Mean field games via controlled martingale problems: existence of Markovian equilibria (Q2348305) (← links)
• Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
• Stochastic control and compatible subsets of constraints (Q2484956) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• On the convergence of closed-loop Nash equilibria to the mean field game limit (Q2657922) (← links)
• \(N\)-player games and mean field games of moderate interactions (Q2674435) (← links)
• Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach (Q3067838) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• Existence of an optimal control for stochastic control systems with nonlinear cost functional (Q3585332) (← links)
• Martingale measures and partially observable diffusions (Q3977276) (← links)
• (Q4038574) (← links)
• Optimal control of semilinear stochastic evolution equations (Q4312092) (← links)
• Mean Field Games with Singular Controls (Q4596858) (← links)
• On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
• On the relaxed mean-field stochastic control problem (Q4642385) (← links)
• Existence of singular optimal control laws for stochastic differential equations (Q4845478) (← links)
• Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
• Approximation of solutions of mean-field stochastic differential equations (Q4965636) (← links)
• Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs (Q5034423) (← links)
• On the stability of mean-field stochastic differential equations with irregular expectation functional (Q5038977) (← links)
• A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems (Q5065055) (← links)
• Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
• Large Sample Mean-Field Stochastic Optimization (Q5097396) (← links)
• Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise (Q5107966) (← links)
• Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← links)
• Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026) (← links)
• (Q5149240) (← links)
• Compactification in optimal control of McKean‐Vlasov stochastic differential equations (Q5159832) (← links)
• Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach (Q5207031) (← links)
• Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
• Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls (Q6042790) (← links)
• Mean field games with absorption and common noise with a model of bank run (Q6072906) (← links)
• Encounters with Martingales in Stochastic Control (Q6096243) (← links)
• Mean field games with branching (Q6103990) (← links)
• Optimal stopping with expectation constraints (Q6126790) (← links)
• Nonlinear continuous semimartingales (Q6136833) (← links)
• Large population games with interactions through controls and common noise: convergence results and equivalence between open-loop and closed-loop controls (Q6138467) (← links)
• Discrete-Time Approximation of Stochastic Optimal Control with Partial Observation (Q6148450) (← links)
• Mean field games of controls: on the convergence of Nash equilibria (Q6165242) (← links)
• Superposition and mimicking theorems for conditional McKean-Vlasov equations (Q6172698) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)
• Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning (Q6180253) (← links)
• Regularity and optimality necessary conditions for system of G-stochastic differential equations (Q6544210) (← links)
• The role of correlation in diffusion control ranking games (Q6545038) (← links)
• A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs (Q6588177) (← links)