Pages that link to "Item:Q2188945"
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The following pages link to On dynamic programming principle for stochastic control under expectation constraints (Q2188945):
Displaying 16 items.
- Two approaches to stochastic optimal control problems with a final-time expectation constraint (Q1754665) (← links)
- Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Lifetime ruin under high-water mark fees and drift uncertainty (Q2234305) (← links)
- Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- Allocation of Control Points in Stochastic Dynamic-Programming Models (Q3806966) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space (Q6105325) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Optimal filter rules for selling stocks in the emerging stock markets (Q6148784) (← links)
- A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection (Q6164094) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)
- On the time consistent solution to optimal stopping problems with expectation constraint (Q6667545) (← links)
