Pages that link to "Item:Q5591969"
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The following pages link to Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems (Q5591969):
Displaying 50 items.
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
- Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
- Methods to design optimal control of Markov process with finite state set in the presence of constraints (Q544780) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Ergodic control of multidimensional diffusions. II: Adaptive control (Q583162) (← links)
- On the existence of optimal partially observed controls (Q594835) (← links)
- Risk-sensitive control with near monotone cost (Q607556) (← links)
- Zero-sum stochastic differential games and backward equations (Q674053) (← links)
- A noncooperative \(n\)-person semi-Markov game with a separable metric state space (Q789331) (← links)
- A note on controlled diffusions on line with time-averaged cost (Q790787) (← links)
- Ergodic control problem for one-dimensional diffusions with near-monotone cost (Q802504) (← links)
- Self-tuning control of diffusions without the identifiability condition (Q912052) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
- Setwise convergence of solution measures of stochastic differential equations (Q1090002) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- ``Minimum toll'' control of diffusions (Q1119239) (← links)
- An extension of the usual model in statistical decision theory with applications to stochastic optimization problems (Q1145430) (← links)
- Stochastic control by measure transformation: A general existence result (Q1149937) (← links)
- Ergodic and adaptive control of nearest-neighbor motions (Q1176541) (← links)
- Multifunctions on abstract measurable spaces and application to stochastic decision theory (Q1213526) (← links)
- Optimal control of diffusion processes with reflection (Q1229833) (← links)
- Stochastic systems in Riemannian manifolds (Q1246404) (← links)
- Optimal control of a stochastic hybrid system with discounted cost (Q1301891) (← links)
- Stochastic differential games: Occupation measure based approach (Q1321187) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations (Q1741535) (← links)
- A nonzero-sum stochastic differential game in the orthant (Q1771389) (← links)
- On an N-person noncooperative Markov game with a metric state space (Q1821042) (← links)
- The Kumar-Becker-Lin scheme revisited (Q1824599) (← links)
- Information structure in dynamic multi-person control problems (Q1845689) (← links)
- Martingale representation theorems for initially enlarged filtrations. (Q1877525) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- Risk-sensitive ergodic control of reflected diffusion processes in orthant (Q2041018) (← links)
- Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (Q2068807) (← links)
- A nonzero-sum risk-sensitive stochastic differential game in the orthant (Q2119442) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- The value of informational arbitrage (Q2308171) (← links)
- Zero-sum risk-sensitive stochastic games on a countable state space (Q2434509) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Stability and existence of diffusions with discontinuous or rapidly growing drift terms (Q2550586) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Risk-sensitive control of continuous time Markov chains (Q2811098) (← links)
