Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2233780866 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1410.1125 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A complex Tauberian theorem and mean ergodic semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ergodic stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Space-Time Periodic Solutions and Long-Time Behavior of Solutions to Quasi-linear Parabolic Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4006399 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalization of a lemma of bellman and its application to uniqueness problems of differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity for Infinite Dimensional Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing gamma-martingales with prescribed limit, using backwards SDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backwards SDE with random terminal time and applications to semilinear elliptic PDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic BSDEs under weak dissipative assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal long term growth rate of expected utility of wealth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic solutions of Hamilton-Jacobi equations in Euclidean $n$ space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large time asymptotic problems for optimal stochastic control with superlinear cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients / rank
 
Normal rank
Property / cites work
 
Property / cites work: On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large time behavior for some nonlinear degenerate parabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Strategies for Risk-Sensitive Portfolio Optimization Problems for General Factor Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic BSDEs and related PDEs with Neumann boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with jumps and related nonlinear expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global solutions of inhomogeneous Hamilton-Jacobi equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps / rank
 
Normal rank

Latest revision as of 20:22, 11 July 2024

scientific article
Language Label Description Also known as
English
Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
scientific article

    Statements

    Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (English)
    0 references
    0 references
    0 references
    0 references
    20 April 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Hamilton-Jacobi-Bellman-type equation
    0 references
    backward stochastic differential equations
    0 references
    stochastic control
    0 references
    large time behavior
    0 references
    0 references
    0 references
    0 references
    0 references