Pages that link to "Item:Q5625050"

The following pages link to Existence of Optimal Stochastic Control Laws (Q5625050):

Displaying 41 items.

• Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
• Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
• Control: a perspective (Q463779) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• On the existence of optimal partially observed controls (Q594835) (← links)
• Nonlinear semigroups and a characterization of the value process in stochastic control (Q786739) (← links)
• BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• Setwise convergence of solution measures of stochastic differential equations (Q1090002) (← links)
• The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← links)
• Optimal control of diffusion processes with reflection (Q1229833) (← links)
• Existence of an optimal control for stochastic systems governed by Ito equations (Q1246403) (← links)
• Stochastic systems in Riemannian manifolds (Q1246404) (← links)
• Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency (Q1341508) (← links)
• Kim and Omberg revisited: the duality approach (Q1657919) (← links)
• Dynamic programming approach to principal-agent problems (Q1691442) (← links)
• A topology for Markov controls (Q1824277) (← links)
• Existence results for optimal stochastic controls (Q1843525) (← links)
• Reflected BSDEs with random default time and related mixed optimal stopping-control problems (Q1945980) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
• Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
• Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion (Q2263235) (← links)
• BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
• Anticipated backward stochastic differential equations (Q2270604) (← links)
• Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
• Flows for singular stochastic differential equations with unbounded drifts (Q2424893) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
• On the existence of solutions to stochastic differential equations on Loeb spaces (Q3333818) (← links)
• (Q4128659) (← links)
• Existence of optimal stochastic controls under partial observation (Q4194857) (← links)
• Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts (Q5239842) (← links)
• Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)
• Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
• Encounters with Martingales in Stochastic Control (Q6096243) (← links)
• Continuous-time incentives in hierarchies (Q6166333) (← links)
• On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy (Q6594334) (← links)
• Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change (Q6648480) (← links)
• A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients (Q6668705) (← links)