Pages that link to "Item:Q2359727"

The following pages link to Stochastic maximum principle for SPDEs with delay (Q2359727):

Displaying 9 items.

• Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation (Q2022577) (← links)
• Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← 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 notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
• Optimal control of stochastic phase-field models related to tumor growth (Q5854397) (← links)
• The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)
• Singular backward stochastic Volterra integral equations in infinite dimensional spaces (Q6601839) (← links)
• Well-posedness for anticipated backward stochastic Schrödinger equations (Q6647797) (← links)