SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Time-Average Control of Martingale Problems: Existence of a Stationary Solution
0 references·5 citing·14 second hop
Time-Average Control of Martingale Problems: Existence of a Stationary Solution (1990)Time-Average Control of Martingale Proble…Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems (2013)Capacities, Measurable Select…Stochastic Optimal Control and Linear Programming Approach (2010)Stochastic Optimal Control an…Ergodic control of degenerate diffusions (1997)Ergodic control of degenerate…Steady-state analysis of reflected Brownian motions: characterization, numerical methods and queueing applications (1991)Steady-state analysis of refl…Time-Average Control of Martingale Problems: A Linear Programming Formulation (1990)Time-Average Control of Marti…Stochastic Differential Equations and Diffusion Processes (1983)The Queueing Network Analyzer (1983)Introduction to Queueing Networks (1987)Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations (2004)Controlled Markov Processes and Viscosity Solutions (2005)Controlled markov processes and viscosity solutions (1994)Stochastic controls : Hamiltonian systems and HJB equations (1999)Semimartingales: A course on stochastic processes (1986)Semimartingales and Markov processes (1980)Les Aspects Probabilistes Du Controle Stochastique (1981)A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (2006)Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework (2013)Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks (2017)Contracting Theory with Competitive Interacting Agents (2019)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1990Time-Average Control of Martingale Problems: A Linear Programming Formulation56 cited
  • 2013Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems54 cited
  • 2010Stochastic Optimal Control and Linear Programming Approach41 cited
  • 1997Ergodic control of degenerate diffusions32 cited
  • 1991Steady-state analysis of reflected Brownian motions: characterization, numerical methods and queueing applications28 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work