The following pages link to (Q3451137):
Displaying 10 items.
- Optimality conditions for optimal control of jump-diffusion SDEs with correlated observations noises (Q473885) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Optimality for controlled jump processes: A simple approach (Q1341471) (← links)
- Characterization of optimality for controlled diffusion processes (Q1391336) (← links)
- Optimization of stochastic jump diffusion systems nonlinear in the control (Q2096165) (← links)
- The viability property of controlled jump diffusion processes (Q2519342) (← links)
- Calibration of a Jump-Diffusion Process Using Optimal Control (Q2897267) (← links)
- Overtaking optimality for controlled Markov-modulated diffusions (Q3145053) (← links)
- A note on constructing e-optimal policies for controlled markov jump models with unbounded characteristics (Q4731121) (← links)
- Optimal Interventions in Countable Jump Markov Processes (Q5704173) (← links)