Pages that link to "Item:Q1055382"
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The following pages link to Stochastic maximum principle for distributed parameter systems (Q1055382):
Displaying 50 items.
- Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- On the convergence of the Sakawa-Shindo algorithm in stochastic control (Q326797) (← links)
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
- Optimal control for one-phase Stefan problem with random emission (Q582567) (← links)
- Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation (Q697521) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
- On a general class of stochastic partial differential equations (Q1118256) (← links)
- Intertemporal issues associated with the control of macro-economic systems (Q1202461) (← links)
- A direct method for optimization of stochastic distributed systems (Q1217545) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations (Q1718613) (← links)
- On the existence of stochastic optimal control of distributed state system (Q1863494) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
- Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
- The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
- Deterministic control of stochastic reaction-diffusion equations (Q2068774) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach (Q2176249) (← links)
- Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
- Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
- A risk-sensitive maximum principle (Q2277229) (← links)
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
- Reflected backward stochastic partial differential equations with jumps in a convex domain (Q2322656) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780) (← links)
- Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966) (← links)
- Canonical equations for boundary feedback control of stochastic distributed parameter systems (Q2554672) (← links)
- Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling (Q2796104) (← links)
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
- The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259) (← links)
- Second-order Taylor expansion for backward doubly stochastic control system (Q2871779) (← links)
- Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
- Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- First order necessary condition for stochastic evolution control systems with random generators (Q6051292) (← links)
