Pages that link to "Item:Q3360113"
From MaRDI portal
The following pages link to Optimal Control of the Running Max (Q3360113):
Displaying 14 items.
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Explicit solution of relative entropy weighted control (Q465547) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Long-term average control of a continuous, monotone process (Q687075) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
- Mathematical formulation of optimal competitive running by Pontryagin's minimum principle (Q2718806) (← links)
- A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271) (← links)
- (Q3335576) (← links)
- (Q4226265) (← links)
- Controlling the Running Maximum of a Diffusion Process and an Application to Queueing Systems (Q4634648) (← links)
- Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
- The Bellman equation for control of the running max of a diffusion and applications to look-back options (Q4711143) (← links)
- Optimization of Running Strategies Based on Anaerobic Energy and Variations of Velocity (Q5173242) (← links)
