Pages that link to "Item:Q4743525"
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The following pages link to On stochastic relaxed control for partially observed diffusions (Q4743525):
Displaying 27 items.
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Numerical methods for portfolio selection with bounded constraints (Q732165) (← links)
- Controlled partially observed diffusions with correlated noise (Q751613) (← links)
- Control of a partially observed diffusion up to an exit time (Q1088969) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Random relaxed controls and partially observed stochastic systems (Q1314873) (← links)
- Near optimality of stochastic control in systems with unknown parameter processes (Q1322717) (← links)
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model (Q1690497) (← links)
- Partially observed control of Markov processes. IV (Q1803323) (← links)
- Extended mean field control problem: a propagation of chaos result (Q2119694) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- On the convergence of closed-loop Nash equilibria to the mean field game limit (Q2657922) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- Adaptive control of diffusion processes with a discounted reward criterion (Q3386883) (← links)
- Nonlinear semigroup arising in the control of diffusions with partial observation (Q3479304) (← links)
- Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems (Q3780869) (← links)
- Martingale measures and partially observable diffusions (Q3977276) (← links)
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
- Compactification methods in the control of degenerate diffusions: existence of an optimal control (Q4720486) (← links)
- Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting (Q4994999) (← links)
- Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems (Q5039273) (← links)
- Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise (Q5107966) (← links)
- (Q5149240) (← links)
- Some Remark on Optimal Stochastic Control with Partial Information (Q5707913) (← links)
- The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints (Q5964414) (← links)
- Learning equilibrium mean‐variance strategy (Q6187369) (← links)
