Pages that link to "Item:Q5317105"
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The following pages link to A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions (Q5317105):
Displaying 14 items.
- Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
- Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
- Optimal investment models with vintage capital: dynamic programming approach (Q990281) (← links)
- Verification theorems within the framework of viscosity solutions (Q1260908) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Robust experimentation in the continuous time bandit problem (Q2150441) (← links)
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
- A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems (Q5215349) (← links)
- Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations (Q6591596) (← links)
- Optimal control of stochastic delay differential equations: optimal feedback controls (Q6667474) (← links)
