Pages that link to "Item:Q5294585"
From MaRDI portal
The following pages link to On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth (Q5294585):
Displaying 12 items.
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
- Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376) (← links)
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
- A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
- A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004) (← links)
- HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578) (← links)
- A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
- Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (Q2439873) (← links)
- Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
- Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317) (← links)
- Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in the General Case (Q4588839) (← links)
- A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645) (← links)
