Pages that link to "Item:Q1872298"
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The following pages link to Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298):
Displaying 50 items.
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces (Q265124) (← links)
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- An analytic approach to stochastic Volterra equations with completely monotone kernels (Q423352) (← links)
- A semi-linear backward parabolic Cauchy problem with unbounded coefficients of Hamilton-Jacobi-Bellman type and applications to optimal control (Q496116) (← links)
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
- Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients (Q526039) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
- A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control (Q607563) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← links)
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708) (← links)
- Feedback optimal control for stochastic Volterra equations with completely monotone kernels (Q888788) (← links)
- Optimal control of stochastic differential equations with dynamical boundary conditions (Q929544) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- Approximate controllability for linear stochastic differential equations in infinite dimensions (Q985721) (← links)
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects (Q1035927) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597) (← links)
- Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise (Q1660624) (← links)
- Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable (Q1711898) (← links)
- Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs (Q1719018) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces (Q1949514) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031) (← links)
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces (Q2049007) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004) (← links)
- Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case (Q2200493) (← links)
- Functional inequalities for forward and backward diffusions (Q2201508) (← links)
- Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion (Q2234313) (← links)
- HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578) (← links)
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (Q2260468) (← links)
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control (Q2346385) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- HJB equations in infinite dimensions under weak regularizing properties (Q2397772) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738) (← links)
- Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966) (← links)
