The following pages link to (Q4314552):
Displaying 28 items.
- Viscosity solutions of second order partial differential equations with boundary conditions on Riemannian manifolds (Q329810) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Convex viscosity solutions and state constraints (Q1357069) (← links)
- On the generalized Dirichlet problem for viscous Hamilton--Jacobi equations. (Q1429970) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (Q2212336) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- Maximum principle and generalized principal eigenvalue for degenerate elliptic operators (Q2345419) (← links)
- Optimal switching in finite horizon under state constraints (Q2818218) (← links)
- State-constrained stochastic optimal control problems via reachability approach (Q2822794) (← links)
- Existence and Uniqueness for Integro-Differential Equations with Dominating Drift Terms (Q2926034) (← links)
- Degenerate Eikonal equations with discontinuous refraction index (Q3416738) (← links)
- Existence of viscosity solutions of second order fully nonlinear elliptic equations (Q3979536) (← links)
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (Q4323360) (← links)
- COMPARISON RESULTS FOR QUASILINEAR EQUATIONS IN ANNULAR DOMAINS AND APPLICATIONS1* (Q4532830) (← links)
- PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
- State Constrained Control Problems in Banach Lattices and Applications (Q5013565) (← links)
- A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions (Q5109184) (← links)
- Distribution‐constrained optimal stopping (Q5743126) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
