Pages that link to "Item:Q4804874"
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The following pages link to When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? (Q4804874):
Displayed 28 items.
- Stochastic recursive optimal control problem with time delay and applications (Q256324) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Stochastic minimax optimal time-delay state feedback control of uncertain quasi-integrable Hamiltonian systems (Q416040) (← links)
- An analytic approach to stochastic Volterra equations with completely monotone kernels (Q423352) (← links)
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems (Q551070) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Stochastic control problems with delay (Q811987) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory (Q2171069) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory (Q3580020) (← links)
- Conjugate duality in stochastic controls with delay (Q5233199) (← links)
- Multivalued stochastic delay differential equations and related stochastic control problems (Q5236110) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871) (← links)
- Optimal investment mean-field and N-player games with memory effect and relative performance competition (Q6107580) (← links)