Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442508.2011.654345
+Normal rank
@@ Property / OpenAlex ID @@
+W1985383172
@@ Property / OpenAlex ID: W1985383172 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5518037
@@ Property / cites work: Q5518037 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Control on Hilbert Space for Linear Evolution Equations with Random Operator-Valued Coefficients
+Normal rank
@@ Property / cites work @@
+Direct solution of a Riccati equation arising in stochastic control theory
+Normal rank
@@ Property / cites work @@
+Evolution equations with white-noise boundary conditions
+Normal rank
@@ Property / cites work @@
+Optimal control of a stochastic heat equation with boundary-noise and boundary-control
+Normal rank
@@ Property / cites work @@
+Stochastic controls with terminal contingent conditions
+Normal rank
@@ Property / cites work @@
+An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise
+Normal rank
@@ Property / cites work @@
+Boundary Control Systems
@@ Property / cites work: Boundary Control Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
+Normal rank
@@ Property / cites work @@
+Stochastic maximum principle for SPDEs with noise and control on the boundary
+Normal rank
@@ Property / cites work @@
+Maximum principle for semilinear stochastic evolution control systems
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward semilinear stochastic evolution equation
+Normal rank
@@ Property / cites work @@
+Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
+Normal rank
@@ Property / cites work @@
+Differential and algebraic Riccati equations with application to boundary/point control problems: Continuous theory and approximation theory
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Control of Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+On backward stochastic evolution equations in Hilbert spaces and optimal control
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems
+Normal rank