A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361): Difference between revisions

@@ Property / cites work @@
+BSDEs with Singular Terminal Condition and a Control Problem with Constraints
+Normal rank
@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
+Normal rank
@@ Property / cites work @@
+\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space
+Normal rank
@@ Property / cites work @@
+\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space
+Normal rank
@@ Property / cites work @@
+Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs
+Normal rank
@@ Property / cites work @@
+A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions
+Normal rank
@@ Property / cites work @@
+Smooth solutions to portfolio liquidation problems under price-sensitive market impact
+Normal rank
@@ Property / cites work @@
+The Maximum Principle for Optimal Control of Diffusions with Partial Information
+Normal rank
@@ Property / cites work @@
+When to Cross the Spread? Trading in Two-Sided Limit Order Books
+Normal rank
@@ Property / cites work @@
+On semi-linear degenerate backward stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME
+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 @@
+Backward stochastic differential equations with singular terminal condition
+Normal rank
@@ Property / cites work @@
+On the quasi-linear reflected backward stochastic partial differential equations
+Normal rank