Pages that link to "Item:Q2800366"
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The following pages link to Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366):
Displaying 12 items.
- Stochastic Perron for stochastic target games (Q292921) (← links)
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions (Q4785642) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
