Pages that link to "Item:Q4537820"
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The following pages link to Linear Programming Formulation for Optimal Stopping Problems (Q4537820):
Displaying 24 items.
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- A new learning algorithm for optimal stopping (Q839001) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- A separation principle for partially observed control of singular stochastic processes (Q1000011) (← links)
- Finding minimum stopping and trapping sets: an integer linear programming approach (Q1661914) (← links)
- Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Numerical solution of a long-term average control problem for singular stochastic processes (Q2465385) (← links)
- Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton–Jacobi Equations (Q2909704) (← links)
- Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach (Q3067838) (← links)
- Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348) (← links)
- On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time (Q4648576) (← links)
- Bounding Extreme Events in Nonlinear Dynamics Using Convex Optimization (Q4983492) (← links)
- Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (Q6041058) (← links)
- Auxiliary functions as Koopman observables: data-driven analysis of dynamical systems via polynomial optimization (Q6066022) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Conic linear optimization for computer-assisted proofs. Abstracts from the workshop held April 10--16, 2022 (Q6170529) (← links)
- Theoretical guarantees for satisfaction of terminal state constraints for nonlinear stochastic systems (Q6599330) (← links)
- Energy transition under scenario uncertainty: a mean-field game of stopping with common noise (Q6631632) (← links)
- Peak estimation of rational systems using convex optimization (Q6652245) (← links)
