Pages that link to "Item:Q2493181"

The following pages link to On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181):

Displaying 40 items.

• Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
• Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
• Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control (Q391379) (← links)
• Large time asymptotic problems for optimal stochastic control with superlinear cost (Q424469) (← links)
• Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
• Abstract, classic, and explicit turnpikes (Q471171) (← links)
• Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
• Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
• Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
• Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
• Large deviations and importance sampling for systems of slow-fast motion (Q1946537) (← links)
• Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
• Generalized principal eigenvalues of convex nonlinear elliptic operators in \(\mathbb{R}^N\) (Q2086109) (← links)
• Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
• Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
• Ergodic robust maximization of asymptotic growth (Q2240869) (← links)
• Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
• Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
• Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
• On long term investment optimality (Q2318095) (← links)
• H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
• Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
• Ergodic type Bellman equations of first order with quadratic Hamiltonian (Q2391247) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
• Large deviations for synchronized system (Q2675233) (← links)
• On the global convergence of relative value iteration for infinite-horizon risk-sensitive control of diffusions (Q2677701) (← links)
• On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems (Q2683719) (← links)
• (Q3211183) (← links)
• Viscosity methods for large deviations estimates of multiscale stochastic processes (Q4554107) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift (Q4644420) (← links)
• On the relative value iteration with a risk-sensitive criterion (Q4989140) (← links)
• On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
• Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
• Young, timid, and risk takers (Q6054383) (← links)
• A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
• A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (Q6148455) (← links)
• Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior (Q6159013) (← links)