Pages that link to "Item:Q5244156"
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The following pages link to Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156):
Displaying 8 items.
- Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane (Q2232766) (← links)
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
- Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation (Q4563379) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Stochastic filtering and optimal control of pure jump Markov processes with noise-free partial observation (Q5109197) (← links)
- The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
- BSDEs with Singular Terminal Condition and a Control Problem with Constraints (Q5494901) (← links)
- A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems (Q6608779) (← links)