Pages that link to "Item:Q5591969"
From MaRDI portal
The following pages link to Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems (Q5591969):
Displaying 33 items.
- Zero-sum risk-sensitive stochastic games for continuous time Markov chains (Q2821906) (← links)
- Zero-sum risk-sensitive stochastic differential games (Q2925338) (← links)
- Relative Value Iteration for Stochastic Differential Games (Q2926593) (← links)
- On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems (Q2942278) (← links)
- Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
- Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
- Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach (Q3647589) (← links)
- Existence of optimal controls for partially observed diffusions (Q3687441) (← links)
- A remark on the attainable distributions of controlled diffusions (Q3735615) (← links)
- (Q4128659) (← links)
- Techniques probabilistes dans le contrôle impulsionnel (Q4189707) (← links)
- Stochastic differential games with multiple modes (Q4385653) (← links)
- Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787) (← links)
- Singular stochastic control and optimal stopping (Q4722939) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- A variational characterization of the optimal exit rate for controlled diffusions (Q4989954) (← links)
- Random Horizon Principal-Agent Problems (Q5037495) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Risk sensitive control of pure jump processes on a general state space (Q5086421) (← links)
- Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
- Nonzero-Sum Risk-Sensitive Stochastic Games on a Countable State Space (Q5219552) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- On stochastic optimal control laws (Q5684935) (← links)
- A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain (Q5859959) (← links)
- One dimensional reflected BSDEs with two barriers under logarithmic growth and applications (Q5871413) (← links)
- A stochastic differential game in the orthrant (Q5957136) (← links)
- Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
- Continuous-time incentives in hierarchies (Q6166333) (← links)
- Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator (Q6581704) (← links)
- Controlled martingale problems and their Markov mimics (Q6608784) (← links)
