Pages that link to "Item:Q3081438"
From MaRDI portal
The following pages link to On the Continuity of Stochastic Exit Time Control Problems (Q3081438):
Displaying 17 items.
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration (Q1679084) (← links)
- Stochastic control with exit time and constraints, application to small time attainability of sets (Q1879224) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems (Q2070011) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Model predictive control for drift counteraction of stochastic constrained linear systems (Q2662266) (← links)
- Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
- On asymptotic exit-time control problems lacking coercivity (Q2926562) (← links)
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
- Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
- Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
