The following pages link to (Q3995082):
Displaying 21 items.
- OPTIMAL CONTROL FOR SOME REACTION DIFFUSION MODEL (Q3178456) (← links)
- (Q3342327) (← links)
- Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise (Q3387930) (← links)
- (Q3521386) (← links)
- Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach (Q3647589) (← links)
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (Q4323360) (← links)
- Heavy Traffic queues with heterogeneous servers:pathwise average cost per unit time problem (Q4342428) (← links)
- Risk-sensitive stochastic differential games with reflecting diffusions (Q4607787) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
- Optimal Control Problem for Systems Modelled by Diffusion-Wave Equation, (Q5051737) (← links)
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
- Nonlinear Filtering of Stochastic Navier-Stokes Equation with Itô-Lévy Noise (Q5298844) (← links)
- Blackwell Optimality for Controlled Diffusion Processes (Q5321756) (← links)
- Stochastic Control Theory (Q5495097) (← links)
- (Q5568430) (← links)
- A Variational Formula for Risk-Sensitive Reward (Q5737636) (← links)
- Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\) (Q6073312) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)
- On averaged control and iteration improvement for a class of multidimensional ergodic diffusions (Q6612910) (← links)
- On optimal control of coupled mean-field forward-backward stochastic equations (Q6643457) (← links)