Pages that link to "Item:Q5093684"
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The following pages link to Dynamic programming for semi-Markov modulated SDEs (Q5093684):
Displaying 3 items.
- Optimal control for uncertain random continuous-time systems (Q6106319) (← links)
- A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching (Q6498440) (← links)
- A boundary control problem for stochastic 2D-Navier-Stokes equations (Q6644262) (← links)