Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s40840-021-01107-w / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s40840-021-01107-w / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3146521187 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite horizon optimal control of forward-backward stochastic differential equations with delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Maximum Principle for Infinite Horizon Delay Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4746091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-Order Hamilton–Jacobi Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for the stochastic optimal control problem with delay and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Solvable Stochastic Control Problems With Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4702909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for SPDEs with delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for semilinear stochastic evolution control systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward semilinear stochastic evolution equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3707054 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control for stochastic delay evolution equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4925778 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semigroups of linear operators and applications to partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence and uniqueness of the solution for nonlinear Kolmogorov equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The strong convergence theorems for split common fixed point problem of asymptotically nonexpansive mappings in Hilbert spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S40840-021-01107-W / rank
 
Normal rank

Latest revision as of 21:30, 16 December 2024

scientific article
Language Label Description Also known as
English
Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
scientific article

    Statements

    Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (English)
    0 references
    0 references
    0 references
    0 references
    24 August 2021
    0 references
    infinite horizon
    0 references
    stochastic maximum principle
    0 references
    stochastic delay evolution equation
    0 references
    anticipated backward stochastic evolution equation
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references