Pages that link to "Item:Q2354894"
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The following pages link to Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894):
Displayed 14 items.
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
- Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
- Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics (Q5737639) (← links)
