Pages that link to "Item:Q4720486"
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The following pages link to Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486):
Displaying 50 items.
- A limit theorem for Markov decision processes (Q258747) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- The relaxed optimal control problem for mean-field SDEs systems and application (Q462385) (← links)
- On repeated games with imperfect public monitoring: from discrete to continuous time (Q501748) (← links)
- Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations (Q501890) (← links)
- Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752) (← links)
- Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Rate control under heavy traffic with strategic servers (Q670732) (← links)
- A general characterization of the mean field limit for stochastic differential games (Q737313) (← links)
- Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
- Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
- Martingale measures and stochastic calculus (Q909341) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- On extremal solutions to stochastic control problems (Q1180333) (← links)
- Comparison between optimal costs for relaxed and non-relaxed control problems with jumps (Q1185310) (← links)
- Stochastic control methods in optimal design of life testing (Q1338752) (← links)
- Exact and possible viability for controlled diffusions. (Q1423258) (← links)
- A note on weak viability for controllled diffusion. (Q1587701) (← links)
- \(N\)-player games and mean-field games with absorption (Q1617124) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Mean field games of timing and models for bank runs (Q1678483) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
- Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations (Q1718613) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
- A topology for Markov controls (Q1824277) (← links)
- On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
- Stability of stochastic differential equations driven by multifractional Brownian motion (Q2042917) (← links)
- Submodular mean field games: existence and approximation of solutions (Q2075320) (← links)
- Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
- \(N\)-player games and mean-field games with smooth dependence on past absorptions (Q2077351) (← links)
- Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
- The stochastic maximum principle for relaxed control problem with regime-switching (Q2107625) (← links)
- Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
