Pages that link to "Item:Q3203611"

The following pages link to Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611):

Displaying 45 items.

• Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
• Gradient blowup behavior for a viscous Hamilton-Jacobi equation with degenerate gradient nonlinearity (Q2699811) (← links)
• ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
• Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
• (Q3345169) (← links)
• On ergodic problem for Hamilton-Jacobi-Isaacs equations (Q3365413) (← links)
• A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← 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)
• Viscosity solutions for monotone systems of second–order elliptic PDES (Q3978013) (← links)
• Periodic homogenisation of certain fully nonlinear partial differential equations (Q4009960) (← links)
• User’s guide to viscosity solutions of second order partial differential equations (Q4016740) (← links)
• On ergodic stochastic control (Q4228070) (← links)
• A fattening principle for fronts propagating by mean curvature plus a driving force (Q4247958) (← links)
• Regularity of the viscosity solution to nonlinear pde's with large zeroth order coefficient (Q4304244) (← links)
• On ergodic stochastic control (Q4386028) (← links)
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
• HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
• Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583) (← links)
• Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
• An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
• The Bellman equation for control of the running max of a diffusion and applications to look-back options (Q4711143) (← links)
• A quasilinear elliptic equation in ℝ<i>^N</i> (Q4715335) (← links)
• Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486) (← links)
• Existence of singular optimal control laws for stochastic differential equations (Q4845478) (← links)
• (Q4994317) (← links)
• $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
• Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
• Non-existence of dead cores in fully nonlinear elliptic models (Q5048640) (← links)
• Small diffusion and short-time asymptotics for Pucci operators (Q5090275) (← links)
• On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
• Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
• Ergodicity of Sublinear Markovian Semigroups (Q5155618) (← links)
• Large Critical Exponents for Some Second Order Uniformly Elliptic Operators (Q5294650) (← links)
• Oblique boundary value problems for augmented Hessian equations III (Q5378394) (← links)
• Optimal environment management in the presence of irreversibilities (Q5931248) (← links)
• Propagation of maxima and strong maximum principle for viscosity solutions of degenerate elliptic equations. I: Convex operators (Q5940172) (← links)
• Isolated singularities for fully nonlinear elliptic equations (Q5958943) (← links)
• Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
• A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
• Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
• Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay (Q6620081) (← links)