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41

A new approach to principal-agent problems with volatility control
Chiusolo, Alessandro ; Hubert, Emma

Optimization and Control General Economics Economics Probability Primary: 91B43, secondar...
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42

A Convex Analytic FrameWork for Ergodic Control of Semi-Markov Processes
Bhatnagar, Shalabh ; Borkar, Vivek S.
Mathematics of Operations Research, 1995 Nov 01. 20(4), 923-936.

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43

The asymptotic behavior of the stochastic Ginzburg–Landau equation with additive noise
Wang, Guolian ; Guo, Boling ; Li, Yangrong
Applied Mathematics & Computation. May2008, Vol. 198 Issue 2, p849-857. 9p.

ALGORITHMS COMPUTER programming OPERATIONS research COMPRESSIBILITY
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44

Small-cost asymptotics for long-term growth rates in incomplete markets.
Melnyk, Yaroslav ; Seifried, Frank Thomas
Mathematical Finance. Apr2018, Vol. 28 Issue 2, p668-711. 44p.

INCOMPLETE markets GROWTH rate FINANCIAL markets TRANSACTION costs ASYMPTOTIC expansions
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45

Time recursive control of stochastic dynamical systems using forward dynamics and applications.
Mamajiwala, Mariya ; Roy, Debasish
International Journal of Mechanical Sciences. Feb2022, Vol. 216, pN.PAG-N.PAG. 1p.

MONTE Carlo method STOCHASTIC systems STOCHASTIC control theor... DYNAMICAL systems STOCHASTIC differential... STOCHASTIC programming
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46

Existence and Uniqueness For Variational Data Assimilation in Continuous Time
Bröcker, Jochen

Mathematics - Optimizati... Mathematics - Probabilit... Primary 49J55, 49K35, Se...
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47

An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochastic PDE
Karoui, Nicole El ; Mrad, Mohamed

Mathematics - Probabilit...
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48

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49

Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes.
BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS ; Fleming,Wendell H ; Mitter,Sanjoy K ; et al.
DTIC AND NTIS

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50

Weak Functional It\^o Calculus and Applications
Ohashi, Alberto ; Leão, Dorival ; Simas, Alexandre B.

Mathematics - Probabilit...
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51

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53

Pathwise uniform value in gambling houses and Partially Observable Markov Decision Processes
Xavier Venel ; Bruno Ziliotto
HAL, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).

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54

An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochastic PDE
El Karoui, Nicole ; Mrad, Mohamed ; Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP) ; et al.
SIAM Journal on Financial Mathematics, 2013, 4 (1)

portfolio optimization optimal portfolio duality minimal martingale measu... Stochastic flows SDE Stochastic partial diffe... …
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56

A Model-Free Approach to Continuous-Time Finance
Chiu, H ; Cont, R
SSRN Electronic Journal.

FOS: Economics and busin... Quantitative Finance - M... 0101 mathematics Mathematical Finance (q-... 01 natural sciences
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58

A note on a nonlinear semigroup for controlled partially observed diffusions
Q. Zhang
Systems & Control Letters. 10:365-370

0209 industrial biotechn... optimal stochastic contr... nonlinear semigroup Dynamic programming in o... 02 engineering and techn... Semigroups of nonlinear... …
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