Backward stochastic differential equations and applications to optimal control (Q2366091): Difference between revisions

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+MaRDI publication profile
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+Singular perturbation results for a class of stochastic control problems
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+Linear Quadratic Optimal Stochastic Control with Random Coefficients
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@@ Property / cites work @@
+An Introductory Approach to Duality in Optimal Stochastic Control
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@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
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+Q4146655
@@ Property / cites work: Q4146655 / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
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@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
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+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01195978
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+W1985059387
@@ Property / OpenAlex ID: W1985059387 / rank @@
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