Pages that link to "Item:Q2679562"

The following pages link to Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562):

Displaying 7 items.

• The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• (Q5424096) (← links)
• Applied stochastic control of jump diffusions (Q5915957) (← links)
• Diffusive limit approximation of pure-jump optimal stochastic control problems (Q6371138) (← links)
• A common shock model for multidimensional electricity intraday price modelling with application to battery valuation (Q6657690) (← links)