Pages that link to "Item:Q4331444"

The following pages link to Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics (Q4331444):

Displaying 8 items.

• Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
• Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming (Q2034003) (← links)
• Further results on the bellman equation for optimal control problems with exit times and nonnegative lagrangians (Q2503527) (← links)
• On the existence of solutions to a class of minimum time control problems and applications to Fermat's principle and to the brachystocrone (Q2504638) (← links)
• Model predictive control for drift counteraction of stochastic constrained linear systems (Q2662266) (← links)
• (Q4016177) (← links)
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
• (Q4795315) (← links)