scientific article

zbMath0548.35037MaRDI QIDQ3341248

Alain Bensoussan

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Dirichlet problemrepresentationsecond order partial differential equationsdiffusion processesNash differential games

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (14)

Linear-quadratic stochastic differential games for distributed parameter systems ⋮ Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional ⋮ Maximum principle for forward-backward stochastic control system with random jumps and applications to finance ⋮ On controllability for stochastic control systems when the coefficient is time-variant ⋮ Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations ⋮ A general optimality conditions for stochastic control problems of jump diffusions ⋮ Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion ⋮ Random evolution equations in hydrology ⋮ Random evolution equations in hydrology ⋮ A stochastic maximum principle for general controlled systems driven by fractional Brownian motions ⋮ Characterization of optimal feedback for stochastic linear quadratic control problems ⋮ Sensors and controllers location in distributed systems - A survey ⋮ Stochastic maximum principle for distributed parameter systems ⋮ Second-order Taylor expansion for backward doubly stochastic control system

This page was built for publication: