A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064): Difference between revisions

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-Bernt Øksendal
@@ Property / author: Bernt Øksendal / rank @@
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-Q185104
@@ Property / author: Q185104 / rank @@
-Normal rank
@@ Property / author @@
+Bernt Øksendal
@@ Property / author: Bernt Øksendal / rank @@
+Normal rank
@@ Property / author @@
+Tu-Sheng Zhang
@@ Property / author: Tu-Sheng Zhang / rank @@
+Normal rank
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+MaRDI publication profile
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+Normal rank
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+W197693422
@@ Property / OpenAlex ID: W197693422 / rank @@
+Normal rank
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+.1472
@@ Property / arXiv ID: 1312.1472 / rank @@
+Normal rank
@@ Property / cites work @@
+Pathwise Stochastic Control Problems and Stochastic HJB Equations
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+On non-Markovian forward-backward SDEs and backward stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs with jumps, optimization and applications to dynamic risk measures
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and related nonlinear expectations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2956064