Pages that link to "Item:Q1819110"
From MaRDI portal
The following pages link to Dynamic programming for multidimensional stochastic control problems (Q1819110):
Displaying 25 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- Multitime dynamic programming for multiple integral actions (Q652686) (← links)
- Multitime dynamic programming for curvilinear integral actions (Q711712) (← links)
- On a class of singular stochastic control problems (Q1070990) (← links)
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems (Q1789561) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- The dynamic programming equation for a stochastic volatility optimal control problem (Q2280817) (← links)
- Generalized dynamic programming principle and sparse mean-field control problems (Q2325974) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- A multidimensional singular stochastic control problem on a finite time horizon (Q2517158) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
- Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- On the Continuity of Stochastic Exit Time Control Problems (Q3081438) (← links)
- Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems (Q3635010) (← links)
- Allocation of Control Points in Stochastic Dynamic-Programming Models (Q3806966) (← links)
- (Q4350064) (← links)
- Stochastic Dynamic Programming and Control of Markov Processes (Q4626499) (← links)
- Multi-time dynamic programming and Riccati equations (Q4955055) (← links)
- Dynamic Programming Conditions for Partially Observable Stochastic Systems (Q5675611) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
- Dynamic programming for mean-field type control (Q5891854) (← links)
