Pages that link to "Item:Q3196895"
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The following pages link to On the Existence of Optimal Controls (Q3196895):
Displaying 50 items.
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- A general characterization of the mean field limit for stochastic differential games (Q737313) (← links)
- On the existence of an optimal control for a stochastic optimization problem with constraints (Q752462) (← links)
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
- Existence of an optimal control with sparse jumps in the state variable (Q791130) (← links)
- On the existence of optimal solutions in a stochastic control model (Q795010) (← links)
- Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems (Q819036) (← links)
- A production-inventory problem with price-sensitive demand (Q822106) (← links)
- On the existence of optimal solutions to an optimal control problem (Q857591) (← links)
- A converse Lyapunov theorem for almost sure stabilizability (Q864477) (← links)
- Zubov's method for controlled diffusions with state constraints (Q889855) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- Mixed control problem under partial observation (Q1205512) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Existence of optimal controls via continuous dependence on parameters (Q1879572) (← links)
- Submodular mean field games: existence and approximation of solutions (Q2075320) (← links)
- Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
- \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
- Stochastic optimal control in infinite dimensions with state constraints (Q2157306) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Mean field games via controlled martingale problems: existence of Markovian equilibria (Q2348305) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- On the convergence of closed-loop Nash equilibria to the mean field game limit (Q2657922) (← links)
- State-constrained stochastic optimal control problems via reachability approach (Q2822794) (← links)
- Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (Q2994676) (← links)
- Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach (Q3067838) (← links)
- STABILIZATION OF CONTROLLED DIFFUSIONS AND ZUBOV'S METHOD (Q3421621) (← links)
- Existence of an optimal control for stochastic control systems with nonlinear cost functional (Q3585332) (← links)
- Existence Theory for a Stochastic Bolza Problem (Q3801464) (← links)
- On the existence of optimal control for general stochastic equations (Q3978065) (← links)
- (Q4227217) (← links)
- Mean Field Games with Singular Controls (Q4596858) (← links)
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (Q4648576) (← links)
- Existence of singular optimal control laws for stochastic differential equations (Q4845478) (← links)
- The Lagrange approach to ergodic control of diffusions with cost constraints (Q4981852) (← links)
- Optimal Incentive Strategy in a Continuous Time Inverse Stackelberg Game (Q5048478) (← links)
- Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method (Q5081640) (← links)
- Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
- Large Sample Mean-Field Stochastic Optimization (Q5097396) (← links)
