Pages that link to "Item:Q2492615"
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The following pages link to Controlled Markov processes and viscosity solutions (Q2492615):
Displaying 50 items.
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
- Importance sampling in path space for diffusion processes with slow-fast variables (Q681519) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Nonlinear two-term time fractional diffusion-wave problem (Q708507) (← links)
- Max-plus stochastic control and risk-sensitivity (Q708868) (← links)
- Optimal control of molecular dynamics using Markov state models (Q715243) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Escaping from an attractor: Importance sampling and rest points. I. (Q748325) (← links)
- Solution to a zero-sum differential game with fractional dynamics via approximations (Q778088) (← links)
- Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093) (← links)
- Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures (Q783094) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Robust optimal reinsurance-investment strategy with price jumps and correlated claims (Q784390) (← links)
- On \(L^p\)-viscosity solutions of bilateral obstacle problems with unbounded ingredients (Q785325) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- Max-plus summation of Fenchel-transformed semigroups for solution of nonlinear Bellman equations (Q875119) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- Lipschitz regularity for censored subdiffusive integro-differential equations with superfractional gradient terms (Q897348) (← links)
- A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Optimality of feedback control strategies for qubit purification (Q941707) (← links)
- Computation and analysis for a constrained entropy optimization problem in finance (Q952089) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- Landesman-Lazer type results for second order Hamilton-Jacobi-Bellman equations (Q973953) (← links)
- Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management (Q988683) (← links)
- Density estimates for a random noise propagating through a chain of differential equations (Q990161) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Dynamic contracting with persistent shocks (Q1007324) (← links)
- On the dynamic programming approach for the 3D Navier-Stokes equations (Q1021251) (← links)
- The Dirichlet problem for the Bellman equation at resonance (Q1028289) (← links)
- Optimal consumption of the finite time horizon Ramsey problem (Q1029127) (← links)
- Consumption and portfolio rules for time-inconsistent investors (Q1038346) (← links)
- Controlled Markov chains with weak and strong interactions: Asymptotic optimality and applications to manufacturing (Q1367793) (← links)
- Minimization of risks in pension funding by means of contributions and portfolio selection. (Q1413280) (← links)
- Martingale problems for large deviations of Markov processes (Q1593632) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- ``Phase diagram'' of a mean field game (Q1618942) (← links)
- An optimal control model for reducing and trading of carbon emissions (Q1619124) (← links)
- Stochastic \(L^1\)-optimal control via forward and backward sampling (Q1624907) (← links)
- Systemic risk and interbank lending (Q1626503) (← links)
