Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196): Difference between revisions

@@ Property / cites work @@
+On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic Criterion
+Normal rank
@@ Property / cites work @@
+Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Some Solvable Stochastic Control Problems With Delay
+Normal rank
@@ Property / cites work @@
+Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations
+Normal rank
@@ Property / cites work @@
+Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
+Normal rank
@@ Property / cites work @@
+Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
+Normal rank
@@ Property / cites work @@
+Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
+Normal rank
@@ Property / cites work @@
+Semilinear Kolmogorov equations and applications to stochastic optimal control
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank