Pages that link to "Item:Q2340992"
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The following pages link to Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992):
Displaying 15 items.
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Zubov's method for controlled diffusions with state constraints (Q889855) (← links)
- An approximation scheme for uncertain minimax optimal control problems (Q1711089) (← links)
- Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results (Q1949593) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- State-constrained stochastic optimal control problems via reachability approach (Q2822794) (← links)
- Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← 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)
- Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)
