Pages that link to "Item:Q424646"

The following pages link to Optimal stochastic control, stochastic target problems, and backward SDE. (Q424646):

Displaying 50 items.

• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Consumption and investment with interest rate risk (Q2633849) (← links)
• Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
• Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
• Optimal job switching and retirement decision (Q2700416) (← links)
• Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
• A pseudo-Markov property for controlled diffusion processes (Q2802081) (← links)
• Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications (Q2807034) (← links)
• State-constrained stochastic optimal control problems via reachability approach (Q2822794) (← links)
• Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
• A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides (Q2968554) (← links)
• High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors (Q3119541) (← links)
• Optimal soaring via Hamilton-Jacobi-Bellman equations (Q3459281) (← links)
• Valuation of an early exercise defined benefit underpin hybrid pension (Q4562050) (← links)
• Stochastic Dynamic Programming and Control of Markov Processes (Q4626499) (← links)
• LIQUIDATION OF AN INDIVISIBLE ASSET WITH INDEPENDENT INVESTMENT (Q4635036) (← links)
• MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)
• Causal transport plans and their Monge–Kantorovich problems (Q4639179) (← links)
• Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (Q4687200) (← links)
• Structure of intergenerational risk-sharing plans: optimality and fairness (Q4959366) (← links)
• Free boundary value problems and hjb equations for the stochastic optimal control of elasto-plastic oscillators (Q4967886) (← links)
• Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715) (← links)
• Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (Q4988551) (← links)
• (Q5043153) (← links)
• Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
• Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems (Q5132232) (← links)
• Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
• An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
• Aircraft Trajectory Optimization for Collision Avoidance Using Stochastic Optimal Control (Q5213929) (← links)
• HEDGE-FUND MANAGEMENT WITH LIQUIDITY CONSTRAINT (Q5242951) (← links)
• Utility-Deviation-Risk Portfolio Selection (Q5270329) (← links)
• Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
• Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
• L^p (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371) (← links)
• The Optimal Interaction between a Hedge Fund Manager and Investor (Q5742506) (← links)
• Distribution‐constrained optimal stopping (Q5743126) (← links)
• A PRINCIPAL–AGENT APPROACH TO CAPACITY REMUNERATION MECHANISMS (Q5854322) (← links)
• On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• A Random-Supply Mean Field Game Price Model (Q5886363) (← links)
• Dynamic programming for mean-field type control (Q5890824) (← links)
• Dynamic programming for mean-field type control (Q5891854) (← links)
• Similarity heuristics for clustering wells based on logging-data (Q6040349) (← links)
• Multiscale coupling and the maximum of \(\mathcal{P}(\phi)_2\) models on the torus (Q6067736) (← links)
• Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach (Q6099847) (← links)
• Horizon effect on optimal retirement decision (Q6101026) (← links)
• SDEs with no strong solution arising from a problem of stochastic control (Q6137387) (← links)