Controlled martingale problems and their Markov mimics

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Mimicking an Itō process by a solution of a stochastic differential equation
A survey of the Schrödinger problem and some of its connections with optimal transport
Mimicking the one-dimensional marginal distributions of processes having an Ito differential
On extremal solutions to stochastic control problems
Copula fields and their applications
Stochastic differential inclusions and applications.
A new Markov selection procedure for degenerate diffusions
On extremal solutions to stochastic control problems. II
On the Markovian projection in the Brunick-Shreve mimicking result
Occupation measures for controlled Markov processes: Characterization and optimality
Multidimensional diffusion processes.
A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
Ergodic Control of Diffusion Processes
A remark on the attainable distributions of controlled diffusions
ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
Existence of Markov Controls and Characterization of Optimal Markov Controls
Functional Analysis
Stochastic Optimal Transportation
Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge
The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals
Stochastic Equations in Infinite Dimensions
Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
Toward a mathematical theory of trajectory inference

This page was built for publication: Controlled martingale problems and their Markov mimics