The following pages link to Optimal control of a jump process (Q4119924):
Displaying 21 items.
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- Optimal control problem regularization for the Markov process with finite number of states and constraints (Q505315) (← links)
- Methods to design optimal control of Markov process with finite state set in the presence of constraints (Q544780) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Optimal control of uncertain systems with jump under optimistic value criterion (Q682844) (← links)
- Optimal control with delay of jump random processes (Q923039) (← links)
- The optimal control of a two-parameter jump process (Q1085134) (← links)
- Optimal control in a differential-difference system with a random quantization in time (Q1175868) (← links)
- Optimality for controlled jump processes: A simple approach (Q1341471) (← links)
- A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
- A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443) (← links)
- Optimal control problem associated with jump processes (Q1885380) (← links)
- Control of jump-like processes in constrained problems (Q1914341) (← links)
- Heat release by controlled continuous-time Markov jump processes (Q1942211) (← links)
- Optimization of queuing system via stochastic control (Q2391328) (← links)
- Calibration of a Jump-Diffusion Process Using Optimal Control (Q2897267) (← links)
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- A representation theory for the impulse control of jump processes (Q3946061) (← links)
- Optimal Interventions in Countable Jump Markov Processes (Q5704173) (← links)