R-theory for countable reducible nonnegative matrices

JOURNAL ARTICLE published 1 January 1983 in Stochastics

Authors: W. H. M. Zijm

Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions

JOURNAL ARTICLE published January 1983 in Stochastics

Authors: A. Bensoussan

Approximations for chance-constrained programming problems

JOURNAL ARTICLE published 1 January 1983 in Stochastics

Authors: G. Salinetti

Estimation and control in discounted stochastic dynamic programming

JOURNAL ARTICLE published January 1987 in Stochastics

Authors: Schäl Manfred

On stochastic programming ii: dynamic problems under risk^∗

JOURNAL ARTICLE published September 1988 in Stochastics

Authors: M. A. H. Dempster

The dynamic programming equation for stochastic optical control in hilbert spaces: a variational approach

JOURNAL ARTICLE published July 1985 in Stochastics

Authors: Gianluca Gorni

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^†

JOURNAL ARTICLE published April 2012 in Stochastics

Authors: Khaled Bahlali | Farid Chighoub | Brahim Mezerdi

Dynamic programming and mean-variance hedging

JOURNAL ARTICLE published 1 January 1999 in Finance and Stochastics

Authors: Jean Paul Laurent | Huyên Pham

Dynamic programming approach to principal–agent problems

JOURNAL ARTICLE published January 2018 in Finance and Stochastics

Authors: Jakša Cvitanić | Dylan Possamaï | Nizar Touzi

Dynamic programming in stochastic control of systems with delay

JOURNAL ARTICLE published January 2002 in Stochastics and Stochastic Reports

Authors: Bjørnar Larssen

A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

JOURNAL ARTICLE published February 1992 in Stochastics and Stochastic Reports

Authors: Shige Peng

On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation

JOURNAL ARTICLE published 1 August 1999 in Finance and Stochastics

Authors: Thomas S. Knudsen | Bernhard Meister | Mihail Zervos

A unified treatment of maximum principle and dynamic programming in stochastic controls

JOURNAL ARTICLE published September 1991 in Stochastics and Stochastic Reports

Authors: Zhou Xun yu

The connection between the maximum principle and dynamic programming in stochastic control

JOURNAL ARTICLE published August 1990 in Stochastics and Stochastic Reports

Authors: Xun Yu Zhouf