Pages that link to "Item:Q2703816"

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

Displaying 50 items.

• Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
• Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
• On diffusion approximation with discountinuous coefficients. (Q2574527) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
• Inverse stochastic optimal controls (Q2681368) (← links)
• Numerical methods for fully nonlinear and related PDEs. Abstracts from the workshop held June 27 -- July 3, 2021 (hybrid meeting) (Q2693012) (← links)
• A game representation for a finite horizon state constrained continuous time linear regulator problem (Q2701097) (← links)
• Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
• Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
• Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman's equations (Q2840617) (← links)
• Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey (Q2905360) (← links)
• Stochastic Saddle Paths and Economic Theory (Q2909729) (← links)
• On the Fourier cosine series expansion method for stochastic control problems (Q2931526) (← links)
• Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
• Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949) (← links)
• Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control (Q3017923) (← links)
• Efficient computation of optimal actions (Q3069218) (← links)
• On the Continuity of Stochastic Exit Time Control Problems (Q3081438) (← links)
• On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
• Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
• NUMERICAL ANALYSIS AND SIMULATION OF RESOURCE-EXPLORATION MODELS (Q3367183) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates (Q3464672) (← links)
• Solving the drift control problem (Q3466714) (← links)
• Finite Difference Approximations for Stochastic Control Systems with Delay (Q3506296) (← links)
• Multivariate risk processes with interacting intensities (Q3516403) (← links)
• Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system (Q3542904) (← links)
• Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• Probabilistic Verification of Uncertain Systems Using Bounded-Parameter Markov Decision Processes (Q3619461) (← links)
• Numerical Methods for Stochastic Singular Control Problems (Q3981969) (← links)
• Approximation of excessive backlog probabilities of two tandem queues (Q4555300) (← links)
• Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
• Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation (Q4561005) (← links)
• Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
• A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
• High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
• An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
• Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection (Q4636366) (← links)
• SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714) (← links)
• AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534) (← links)