The following pages link to Stochastic Control Theory (Q5495097):
Displaying 29 items.
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Central limit theorem under uncertain linear transformations (Q900948) (← links)
- Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
- Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift (Q2022968) (← links)
- From reinforcement learning to optimal control: a unified framework for sequential decisions (Q2094027) (← links)
- Stochastic optimal control -- a concise introduction (Q2097682) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator (Q2215491) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Controlled Markov processes and viscosity solutions (Q2492615) (← links)
- Sparse optimal stochastic control (Q2663940) (← links)
- Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← links)
- Mean field approach to stochastic control with partial information (Q3383300) (← links)
- Extremum seeking by a dynamic plant using mixed integral sliding mode controller with synchronous detection gradient estimation (Q4629770) (← links)
- Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
- Robust integral sliding mode controller for optimisation of measurable cost functions with constraints (Q5157977) (← links)
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach (Q6099847) (← links)
- Optimal investment mean-field and N-player games with memory effect and relative performance competition (Q6107580) (← links)
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013) (← links)
- A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle (Q6548536) (← links)
- The dictator's dilemma: the distortion of information flow in autocratic regimes and its consequences (Q6554909) (← links)
- Stochastic optimal transport with at most quadratic growth cost (Q6564707) (← links)
- Controlled measure-valued martingales: a viscosity solution approach (Q6590450) (← links)
- Path-dependent zero-sum deterministic games with intermediate Hamiltonians (Q6668666) (← links)
