Pages that link to "Item:Q1713362"
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The following pages link to Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application (Q1713362):
Displaying 9 items.
- A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints (Q2288038) (← links)
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
- Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324) (← links)
- Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379) (← links)
- Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
- Control theory of stochastic distributed parameter systems: recent progress and open problems (Q6200214) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
