Pages that link to "Item:Q800033"
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The following pages link to Martingale conditions for the optimal control of continuous time stochastic systems (Q800033):
Displaying 18 items.
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
- The martingale maximum principle and the allocation of labour surplus (Q579105) (← links)
- The probabilistic structure of controlled diffusion processes (Q1097860) (← links)
- Nonanticipative risk sensitive control: the martingale method. (Q1423138) (← links)
- Conditional essential suprema with applications (Q1430534) (← links)
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
- Risk-sensitive control of pure jump process on countable space with near monotone cost (Q2441391) (← links)
- Dynamic programming for ergodic control with partial observations. (Q2574544) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- (Q3332908) (← links)
- Stochastic control of two-parameter processes application:the two-armed bandit problem (Q3785700) (← links)
- (Q3982499) (← links)
- (Q4172731) (← links)
- The value function in ergodic control of diffusion processes with partial observations (Q4719387) (← links)
- Encounters with Martingales in Stochastic Control (Q6096243) (← links)
- Dissipative stochastic dynamical systems (Q6099692) (← links)
- Optimal Dynamic Information Acquisition (Q6181690) (← links)
