Pages that link to "Item:Q1947337"
From MaRDI portal
The following pages link to Stochastic optimal control for backward stochastic partial differential systems (Q1947337):
Displaying 8 items.
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- On the existence of optimal controls for backward stochastic partial differential equations (Q1640937) (← links)
- Solvability and optimal controls of a fractional impulsive stochastic partial integro-differential equation with state-dependent delay (Q1653671) (← links)
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- The optimal control of a new class of impulsive stochastic neutral evolution integro-differential equations with infinite delay (Q2954062) (← links)
- Almost automorphic solutions for fractional stochastic differential equations and its optimal control (Q3187830) (← links)
- Dynamical distributed control and synchronization (Q6174289) (← links)
