Pages that link to "Item:Q2492615"
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The following pages link to Controlled Markov processes and viscosity solutions (Q2492615):
Displaying 50 items.
- Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
- An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
- Application of piecewise quadratic value functions to the approximate solution of a nonlinear target control problem (Q2215259) (← links)
- A variational method for \(\Phi^4_3\) (Q2217901) (← links)
- An introduction to mean field game theory (Q2223588) (← links)
- Regularity theory for second order integro-PDEs (Q2223718) (← links)
- Adaptive \(C^0\) interior penalty methods for Hamilton-Jacobi-Bellman equations with cordes coefficients (Q2223838) (← links)
- Viscosity solutions to an initial value problem for a Hamilton-Jacobi equation with a degenerate Hamiltonian occurring in the dynamics of peakons (Q2227845) (← links)
- An eradication time problem for the SIR model (Q2232737) (← links)
- Time-inconsistent risk-sensitive equilibrium for countable-stated Markov decision processes (Q2232770) (← links)
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Optimal bookmaking (Q2239899) (← links)
- Lattice approximations of the first-order mean field type differential games (Q2241307) (← links)
- Optimal bitcoin trading with inverse futures (Q2241555) (← links)
- Optimal investment and reinsurance under the gamma process (Q2241632) (← links)
- Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay (Q2241646) (← links)
- Neural network based nonlinear observers (Q2242955) (← links)
- Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) (← links)
- Optimal investment and reinsurance with premium control (Q2244242) (← links)
- A mean-field game approach to price formation (Q2245619) (← links)
- Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations (Q2246762) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- Infinite horizon value functions in the Wasserstein spaces (Q2255112) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations (Q2259125) (← links)
- Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information (Q2259244) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Control synthesis in a modified Ramsey model with a liquidity constraint (Q2269357) (← links)
- Large deviations of Markov chains with multiple time-scales (Q2274301) (← links)
- Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes (Q2280157) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- The invariant distribution of wealth and employment status in a small open economy with precautionary savings (Q2283130) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- Risk-sensitive mean field games via the stochastic maximum principle (Q2292119) (← links)
- Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Approximate solution of the target control problem with a nonlinearity depending on one state variable (Q2300699) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
- Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes (Q2306108) (← links)
- Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework (Q2306404) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- Weak KAM solutions of a discrete-time Hamilton-Jacobi equation in a minimax framework (Q2312284) (← links)
- Existence of \(C^\alpha \) solutions to integro-PDEs (Q2314550) (← links)
