Pages that link to "Item:Q3203612"

The following pages link to Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612):

Displaying 50 items.

• Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
• On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions (Q2289802) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
• Spontaneous stochasticity and anomalous dissipation for Burgers equation (Q2350106) (← links)
• Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
• Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
• Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
• Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
• The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (Q2454172) (← links)
• Solution to the boundary blowup problem for \(k\)-curvature equation (Q2493992) (← links)
• A smoothing method of global optimization that preserves global minima (Q2494297) (← links)
• Motion by curvature by scaling nonlocal evolution equations (Q2499946) (← links)
• Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
• Singular sets for curvature equation of order \(k\) (Q2567305) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• The Dirichlet problem for the prescribed curvature equations (Q2640774) (← links)
• Remarks on elliptic singular perturbation problems (Q2644844) (← links)
• Maximum principles and the method of moving planes for the uniformly elliptic nonlocal Bellman operator and applications (Q2663151) (← links)
• On the equivalence of viscosity solutions and distributional solutions for the time-fractional diffusion equation (Q2669925) (← links)
• A selection procedure for extracting the unique Feller weak solution of degenerate diffusions (Q2694475) (← links)
• On the viscosity solutions of a stochastic differential utility problem (Q2694813) (← links)
• Gradient blowup behavior for a viscous Hamilton-Jacobi equation with degenerate gradient nonlinearity (Q2699811) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
• Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
• Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov) (Q2847027) (← links)
• The COS Method for Pricing Options Under Uncertain Volatility (Q2920954) (← links)
• On the Fourier cosine series expansion method for stochastic control problems (Q2931526) (← links)
• On the Convergence of an Approximation Scheme for the Viscosity Solutions of the Bellman Equation Arising in a Stochastic Optimal Control Problem (Q2999410) (← links)
• Viscosity solutions to degenerate complex monge-ampère equations (Q3018545) (← links)
• Local minima of nonconvex problems (Q3031502) (← links)
• ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
• NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
• Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
• Ergodic control of degenerate diffusions (Q3128354) (← links)
• Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
• Hölder regularity of Hamilton-Jacobi equations with stochastic forcing (Q3382268) (← links)
• (Q3478818) (← links)
• Existence and uniqueness for viscosity solutions of degenerate quasilinear elliptic equations in rⁿ (Q3485284) (← links)
• On the twice differentiability of viscosity solutions of nonlinear elliptic equations (Q3487833) (← links)
• A Counterexample to<i>C</i>^2,1Regularity for Parabolic Fully Nonlinear Equations (Q3532797) (← links)
• Continuity Properties of Optimal Multiple Stopping Value (Q3580102) (← links)
• Hölder gradient estimates for fully nonlinear elliptic equations (Q3799023) (← links)
• (Q3816602) (← links)
• On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains (Q3970938) (← links)
• Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence (Q4030876) (← links)
• Representation of solutions of Hamilton-Jacobi equations (Q4205806) (← links)
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
• A singular stochastic control problem in an unbounded domain (Q4313779) (← links)
• Sub-hessians, super-hessians and conjugation (Q4316992) (← links)