Pages that link to "Item:Q5915957"

The following pages link to Applied stochastic control of jump diffusions (Q5915957):

Displaying 50 items.

• Non-cooperative stochastic differential game theory of generalized linear Markov jump systems (Q300739) (← links)
• Applied stochastic control of jump diffusions. (Q703133) (← links)
• Control of jump-like processes in constrained problems (Q1914341) (← links)
• HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
• A simple model on streamflow management with a dynamic risk measure (Q2080031) (← links)
• Nonzero-sum impulse games with regime switching (Q2081783) (← links)
• On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
• Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
• Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
• Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
• Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
• Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (Q2212336) (← links)
• Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
• The viability property of controlled jump diffusion processes (Q2519342) (← links)
• Robust optimal investment and reinsurance for an insurer with inside information (Q2656984) (← links)
• Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
• Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications (Q2807034) (← links)
• On the impulse control of jump diffusions (Q2848600) (← links)
• (Q3222101) (← links)
• (Q4374768) (← links)
• Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537) (← links)
• Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market (Q4978888) (← links)
• An Elliptic Boundary Value Problem with Fractional Nonlinearity (Q5003320) (← links)
• Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow (Q5034422) (← links)
• Mean-variance problem for an insurer with dependent risks and stochastic interest rate in a jump-diffusion market (Q5039390) (← links)
• Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
• Principal eigenvalues of fully nonlinear integro-differential elliptic equations with a drift term (Q5118953) (← links)
• Book review (Q5139229) (← links)
• Explicit Representations for Utility Indifference Prices (Q5165000) (← links)
• (Q5382268) (← links)
• (Q5424096) (← links)
• One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
• Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
• Applied stochastic control of jump diffusions (Q5898769) (← links)
• Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
• Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
• Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
• Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments (Q6100032) (← links)
• Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control (Q6100504) (← links)
• SPDEs with space interactions and application to population modelling (Q6102336) (← links)
• From irrevocably modulated filtrations to dynamical equations over random networks (Q6103739) (← links)
• Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)
• Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process (Q6121884) (← links)
• Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)
• Impulse control of conditional McKean-Vlasov jump diffusions (Q6151590) (← links)
• Stressing dynamic loss models (Q6152707) (← links)
• Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
• Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)