Pages that link to "Item:Q2514463"
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The following pages link to Stochastic Perron's method for optimal control problems with state constraints (Q2514463):
Displaying 11 items.
- Stochastic Perron for stochastic target games (Q292921) (← links)
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- State-constrained stochastic optimal control problems via reachability approach (Q2822794) (← links)
- Robust feedback switching control: dynamic programming and viscosity solutions (Q2822795) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem (Q5426919) (← links)
- Distribution‐constrained optimal stopping (Q5743126) (← links)