Pages that link to "Item:Q4277523"
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The following pages link to On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations (Q4277523):
Displayed 50 items.
- On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
- Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
- Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control (Q401343) (← links)
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
- Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- On the application of minimum principle for solving partially observable risk-sensitive control problems (Q1351406) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Robust \(H_{\infty}\) control for linear stochastic partial differential systems with time delay (Q1718510) (← links)
- Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations (Q1718613) (← links)
- Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
- Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) (← links)
- Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627) (← links)
- A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
- Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
- Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
- Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling (Q2796104) (← links)
- Risk-Sensitive Mean-Field Type Control Under Partial Observation (Q2801796) (← links)
- A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets (Q3585320) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
- Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
- A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps (Q5411913) (← links)
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910) (← links)
- LQ control of forward and backward stochastic difference system (Q5865445) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
- First order necessary condition for stochastic evolution control systems with random generators (Q6051292) (← links)
- A general maximum principle for partially observed mean-field stochastic system with random jumps in progressive structure (Q6099170) (← links)