Pages that link to "Item:Q799641"

The following pages link to Probability methods for approximations in stochastic control and for elliptic equations (Q799641):

Displaying 31 items.

• A robust discrete state approximation to the optimal nonlinear filter for a diffusiont (Q3854388) (← links)
• Stochastic partial differential equations and filtering of diffusion processes (Q3859047) (← links)
• Optimal bang-bang control of partially observable stochastic systems† (Q3903610) (← links)
• Computation of nash equilibrium pairs of a stochastic differential game (Q3948967) (← links)
• Continuous time markov decision processes with interventions (Q3964342) (← links)
• The homicidal chauffeur game-a Stochastic Model (Q3964426) (← links)
• Contr�le de processus alternants et applications (Q4162232) (← links)
• Observer design for discrete and continuous non-linear stochastic systems (Q4278260) (← links)
• Domain decomposition algorithms for solving hamilton-jacobi-bellman equations (Q4293290) (← links)
• Optimal stopping and control with two kinds of boundary conditions: application to dynamic routeing in networks (Q4294388) (← links)
• Numerical solution to a stochastic interception problem (Q4315431) (← links)
• (Q4338419) (← links)
• Convergence of the Critical Price In the Approximation of American Options (Q4372008) (← links)
• CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS¹ (Q4372039) (← links)
• SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations (Q4641714) (← links)
• Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)
• An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
• Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556) (← links)
• Multigrid methods for two‐player zero‐sum stochastic games (Q4921813) (← links)
• On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
• Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
• A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
• (Q5334286) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• American option prices in a Markov chain market model (Q5414495) (← links)
• Numerical approximations for nonlinear stochastic systems with delays (Q5704544) (← links)
• Real (investment) options with multiple sources of rare events (Q5953352) (← links)
• Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
• A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271) (← links)
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
• Near optimality of Lipschitz and smooth policies in controlled diffusions (Q6648503) (← links)