Pages that link to "Item:Q1808209"

The following pages link to Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon (Q1808209):

Displaying 7 items.

• Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
• Stochastic variational formula for fundamental solutions of parabolic PDE (Q1067195) (← links)
• Pathwise optimality in stochastic control (Q2706164) (← links)
• Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion (Q2949846) (← links)
• The optimum stochastic control for a problem with random cost incursion times (Q3768792) (← links)
• Оптимальность почти наверное и по вероятности для стохастического линейно-квадратического регулятора (Q3842419) (← links)
• Almost sure optimality and optimality in probability for stochastic linear-quadratic regulator with partial information (Q4955494) (← links)