Pages that link to "Item:Q5961566"
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The following pages link to Ergodic control of reflected diffusions with jumps (Q5961566):
Displaying 10 items.
- The Evans-Krylov theorem for nonlocal fully nonlinear equations (Q640809) (← links)
- An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control (Q879373) (← links)
- The Evans-Krylov theorem for nonlocal parabolic fully nonlinear equations (Q2011505) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Ergodic switching control for diffusion-type processes (Q2699280) (← links)
- (Q3222101) (← links)
- Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441) (← links)
- Long-Run Impulse Control with Generalized Discounting (Q6191407) (← links)
