Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems (Q5280315): Difference between revisions

Latest revision as of 03:31, 14 July 2024

scientific article; zbMATH DE number 6750636

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English	Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems	scientific article; zbMATH DE number 6750636

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scholarly article

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title

Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems (English)

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International Journal of Control

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publication date

20 July 2017

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zbMATH Keywords

multi-valued stochastic differential equation

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\(G\)-Brownian motion

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optimal control

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HJB system

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variational inequality

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207179.2016.1204560

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cites work

Approximation and simulation of stochastic variational inequalities - splitting up method

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Nonlinear Differential Equations of Monotone Types in Banach Spaces

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Multivalued Skorohod problem

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User’s guide to viscosity solutions of second order partial differential equations

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Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion

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Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions

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Stochastic differential equations with reflecting boundary conditions

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Backward stochastic differential equations with subdifferential operator and related variational inequalities

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The optimal control problem associated with multi-valued stochastic differential equations with jumps

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Stochastic functional differential equations with infinite delay driven by G -Brownian motion

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Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition

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Diffusion processes with boundary conditions

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WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES

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Second order Hamilton-Jacobi-Bellman equations with an unbounded operator

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Extension and Application of Itô's Formula UnderG-Framework

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Stochastic optimal control problems under G-expectation

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Identifiers

zbMATH Open document ID

1367.93721

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DOI

10.1080/00207179.2016.1204560

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5280315

@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207179.2016.1204560
+Normal rank
@@ Property / OpenAlex ID @@
+W2467816832
@@ Property / OpenAlex ID: W2467816832 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation and simulation of stochastic variational inequalities - splitting up method
+Normal rank
@@ Property / cites work @@
+Nonlinear Differential Equations of Monotone Types in Banach Spaces
+Normal rank
@@ Property / cites work @@
+Multivalued Skorohod problem
@@ Property / cites work: Multivalued Skorohod problem / rank @@
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by \(G\)-Brownian motion with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with subdifferential operator and related variational inequalities
+Normal rank
@@ Property / cites work @@
+The optimal control problem associated with multi-valued stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion
+Normal rank
@@ Property / cites work @@
+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
+Normal rank
@@ Property / cites work @@
+Diffusion processes with boundary conditions
@@ Property / cites work: Diffusion processes with boundary conditions / rank @@
+Normal rank
@@ Property / cites work @@
+WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
+Normal rank
@@ Property / cites work @@
+Second order Hamilton-Jacobi-Bellman equations with an unbounded operator
+Normal rank
@@ Property / cites work @@
+Extension and Application of Itô's Formula Under<i>G</i>-Framework
+Normal rank
@@ Property / cites work @@
+Stochastic optimal control problems under G-expectation
+Normal rank

Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315): Difference between revisions

Latest revision as of 03:31, 14 July 2024

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Identifiers

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Mathematics(1 entry)