Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2153624441
@@ Property / OpenAlex ID: W2153624441 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum principle for the stochastic optimal control problem with delay and application
+Normal rank
@@ Property / cites work @@
+Q3051174
@@ Property / cites work: Q3051174 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
+Normal rank
@@ Property / cites work @@
+Some Solvable Stochastic Control Problems With Delay
+Normal rank
@@ Property / cites work @@
+Q3534747
@@ Property / cites work: Q3534747 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3375703
@@ Property / cites work: Q3375703 / rank @@
+Normal rank
@@ Property / cites work @@
+On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
+Normal rank
@@ Property / cites work @@
+Q5687977
@@ Property / cites work: Q5687977 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming in stochastic control of systems with delay
+Normal rank
@@ Property / cites work @@
+When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
+Normal rank
@@ Property / cites work @@
+Q3159178
@@ Property / cites work: Q3159178 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control with partial information for stochastic Volterra equations
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Partial Differential Equations with Levy Noise
+Normal rank
@@ Property / cites work @@
+On solutions of backward stochastic differential equations with jumps and applications
+Normal rank