Pages that link to "Item:Q2263350"
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The following pages link to Stochastic optimal control of risk processes with Lipschitz payoff functions (Q2263350):
Displaying 6 items.
- Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (Q607778) (← links)
- Stochastic control for insurance: new problems and methods (Q1622626) (← links)
- Stochastic optimization models of actuarial mathematics (Q2215270) (← links)
- Optimal risk control under functionally restricted perturbation (Q2854202) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)