The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762): Difference between revisions

@@ Property / author @@
-Ming Shang Hu
@@ Property / author: Ming Shang Hu / rank @@
-Normal rank
@@ Property / author @@
+Ming Shang Hu
@@ Property / author: Ming Shang Hu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.02337
@@ Property / arXiv ID: 1805.02337 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward-forward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics
+Normal rank
@@ Property / cites work @@
+Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Contract theory in continuous-time models
@@ Property / cites work: Contract theory in continuous-time models / rank @@
+Normal rank
@@ Property / cites work @@
+A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems
+Normal rank
@@ Property / cites work @@
+The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential games for fully coupled FBSDEs with jumps
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+On well-posedness of forward-backward SDEs -- a unified approach
+Normal rank
@@ Property / cites work @@
+Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations, backward SDEs, partial differential equations
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
+Normal rank
@@ Property / cites work @@
+Q2712232
@@ Property / cites work: Q2712232 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for General  Linear Quadratic Optimal Stochastic Control with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations
+Normal rank
@@ Property / cites work @@
+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations with mixed initial-terminal conditions
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+The connection between the maximum principle and dynamic programming in stochastic control
+Normal rank
@@ Property / cites work @@
+Q3986626
@@ Property / cites work: Q3986626 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2991352819
@@ Property / OpenAlex ID: W2991352819 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q126624891
@@ Property / Wikidata QID: Q126624891 / rank @@
+Normal rank