Pages that link to "Item:Q5947980"
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The following pages link to Stationary solutions and forward equations for controlled and singular martingale problems (Q5947980):
Displaying 27 items.
- Hamilton-Jacobi equations in space of measures associated with a system of conservation laws (Q409653) (← links)
- Poisson representations of branching Markov and measure-valued branching processes (Q533744) (← links)
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- Time-average control of martingale problems: Existence of a stationary solution (Q913227) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- New characterizations of the \(S\) topology on the Skorokhod space (Q1748548) (← links)
- Birth and death processes in interactive random environments (Q2095036) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales (Q2211341) (← links)
- Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations (Q2224954) (← links)
- Markov selection for constrained martingale problems (Q2279331) (← links)
- Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment (Q2306745) (← links)
- Genealogical constructions of population models (Q2327935) (← links)
- On characterisation of Markov processes via martingale problems (Q2493465) (← links)
- Characterization of stationary distributions of reflected diffusions (Q2511552) (← links)
- Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
- SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems (Q3157861) (← links)
- Asymptotic optimal tracking: feedback strategies (Q4584679) (← links)
- Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability I (Q5050089) (← links)
- (Q5149240) (← links)
- On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology (Q5855524) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains (Q6123275) (← links)
- MF-OMO: An Optimization Formulation of Mean-Field Games (Q6188322) (← links)
- Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach (Q6567277) (← links)
- A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions (Q6616872) (← links)
