Pages that link to "Item:Q2430966"

The following pages link to Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966):

Displaying 12 items.

• Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614) (← 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)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• Nonlinear backward stochastic evolutionary equations driven by a space-time white noise (Q2001552) (← links)
• A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
• Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems (Q5210851) (← links)
• Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918) (← links)
• Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
• Stochastic maximum principle for recursive optimal control problems with varying terminal time (Q6063637) (← links)
• Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
• Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)